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On Impact Factors and Research Assessment. At the Start of Volume 31 of Telematics and Informatics

✍ Scribed by Servaes, Jan


Book ID
122938745
Publisher
Elsevier Science
Year
2014
Tongue
English
Weight
176 KB
Volume
31
Category
Article
ISSN
0736-5853

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The impact of stationarity assessment on
✍ J. LeΕ›kow πŸ“‚ Article πŸ“… 2001 πŸ› Elsevier Science 🌐 English βš– 773 KB

## Recent research on volatility of asset returns demonstrates that model innovations frequently show unconditional heteroscedasticity. On the other hand, ARMA-GARCH models incorporate the heteroscedasticity only in the conditional distribution of the innovations, assuming the unconditional distr