Open AccessA Family of Stochastic Unit GARCH Models
Author(s) -
Dobdinga Cletus Fonchamnyo
Publication year - 2012
Publication title -
international journal of economics and finance
Language(s) - English
Resource type - Journals
eISSN - 1916-9728
pISSN - 1916-971X
DOI - 10.5539/ijef.v5n1p166
Subject(s) - autoregressive conditional heteroskedasticity , volatility (finance) , leverage effect , econometrics , conditional variance , leverage (statistics) , economics , arch , mathematics , student's t distribution , statistics , civil engineering , engineering
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