- Tytuł:
- ON MIXTURE MEMORY GARCH MODELS.
- Autorzy:
- Temat:
-
MIXTURES
GARCH model
MARKET volatility
GENERALIZATION
AUTOREGRESSIVE models
HETEROSCEDASTICITYMONTE Carlo method
MATHEMATICAL models - Źródło:
- Journal of Time Series Analysis; Nov2013, Vol. 34 Issue 6, p606-624, 19p
Czasopismo naukowe