Stochastic volatility generated by product autoregressive models.

Autor: Muhammed Anvar, P.1 (AUTHOR) muhammedanvarp@gmail.com, Balakrishna, Narayana1 (AUTHOR), Abraham, Bovas2 (AUTHOR)
Zdroj: Stat. 2019, Vol. 8 Issue 1, p1-10. 10p.
Databáze: Academic Search Ultimate