Zobrazeno 1 - 1
of 1
pro vyhledávání: '"Isaac Blackhurst"'
Interval-valued time series has been attracting increasing interest. There have been fruitful results on mean models, but variance models largely remain unexploited. In this article, we propose a conditional heteroskedasticity model for the return in
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::cb96348878f2cd55977ee241b7e03840
https://eprints.soton.ac.uk/436478/
https://eprints.soton.ac.uk/436478/
