The NIG-S&ARCH model: a fat-tailed, stochastic, and autoregressive conditional heteroskedastic volatility model
type: Item
instance of: scholarly article
title: The NIG-S&ARCH model: a fat-tailed, stochastic, and autoregressive conditional heteroskedastic volatility model
zbMATH Open document ID: 1048.91065
DOI: 10.1111/1368-423X.00070
author: Morten B. Jensen
author: Asger Lunde
publication date: 2002-10-31T00:00:00Z
Mathematics Subject Classification ID: 91G70
zbMATH DE Number: 1790624
MaRDI profile type: Publication
full work available at URL: 1368-423x.00070
OpenAlex ID: W2024726293
published in: Econometrics Journal
description: scientific article; zbMATH DE number 1790624