Open AccessMultiplicative Error Models
Author(s) -
Christian T. Brownlees,
Fabrizio Cipollini,
Giampiero M. Gallo
Publication year - 2011
Publication title -
ssrn electronic journal
Language(s) - Uncategorized
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.1852285
Subject(s) - autoregressive conditional heteroskedasticity , econometrics , conditional variance , multiplicative function , volatility (finance) , univariate , inference , conditional expectation , mathematics , computer science , statistics , multivariate statistics , artificial intelligence , mathematical analysis
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