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Found 65 Documents (Results 1–65)

On the ability of the power threshold GARCH model to capture the Taylor effect. (English) Zbl 1349.62411

Gonçalves, Esmeralda (ed.) et al., Contributions in statistics and inference. Celebrating Nazaré Mendes Lopes’ 60th birthday. Extended papers of talks presented at the workshop on statistics and inference, Coimbra, Portugal, February 18, 2015. Coimbra: Universidade de Coimbra, Departamento de Matemática (ISBN 978-972-8564-51-3/pbk). Textos de Matemática 47, 37-48 (2015).
MSC:  62M10 62P20 91B84
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