Rapid developments of time series models and methods addressing volatility in computational finance and econometrics have been recently reported in the financial literature. The non-linear volatility theory either extends and complements existing time series methodology by introducing more general s
β¦ LIBER β¦
RCA model with quadratic GARCH innovation distribution
β Scribed by S.S. Appadoo; A. Thavaneswaran; S. Mandal
- Book ID
- 116217519
- Publisher
- Elsevier Science
- Year
- 2012
- Tongue
- English
- Weight
- 211 KB
- Volume
- 25
- Category
- Article
- ISSN
- 0893-9659
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