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Остаточная эмпирическая функция распределения в GARCH(1,1) и ее применение при проверке гипотез
Author(s) -
Александр Евгеньевич Вязилов,
Aleksandr Evgen'evich Vyazilov
Publication year - 1999
Publication title -
uspehi matematičeskih nauk
Language(s) - Russian
Resource type - Journals
eISSN - 2305-2872
pISSN - 0042-1316
DOI - 10.4213/rm195
Subject(s) - autoregressive conditional heteroskedasticity , environmental science , business , econometrics , economics , volatility (finance)

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