Matches in SemOpenAlex for { <https://semopenalex.org/work/W2955532334> ?p ?o ?g. }
Showing items 1 to 74 of
74
with 100 items per page.
- W2955532334 endingPage "164" @default.
- W2955532334 startingPage "151" @default.
- W2955532334 abstract "One of the reason that suggests to use COGARCH models to fit financial log-return data is due to the fact that they are able to capture the so called stylized facts observed in real data: uncorrelated log-returns but correlated absolute log-return, time varying volatility, conditional heteroscedasticity, cluster in volatility, heavy tailed and asymmetric unconditional distributions, leverage effects. The aims of this paper is to fit the COGARCH models to a real financial data set, estimate the parameters of the models via the prediction based estimating functions and to look at the performance of these estimates." @default.
- W2955532334 created "2019-07-12" @default.
- W2955532334 creator A5000377237 @default.
- W2955532334 creator A5043869410 @default.
- W2955532334 date "2017-01-01" @default.
- W2955532334 modified "2023-09-23" @default.
- W2955532334 title "Cogarch models: A statistical application" @default.
- W2955532334 doi "https://doi.org/10.26350/999999_000008" @default.
- W2955532334 hasPublicationYear "2017" @default.
- W2955532334 type Work @default.
- W2955532334 sameAs 2955532334 @default.
- W2955532334 citedByCount "0" @default.
- W2955532334 crossrefType "journal-article" @default.
- W2955532334 hasAuthorship W2955532334A5000377237 @default.
- W2955532334 hasAuthorship W2955532334A5043869410 @default.
- W2955532334 hasConcept C101104100 @default.
- W2955532334 hasConcept C105795698 @default.
- W2955532334 hasConcept C139719470 @default.
- W2955532334 hasConcept C149782125 @default.
- W2955532334 hasConcept C151620405 @default.
- W2955532334 hasConcept C153083717 @default.
- W2955532334 hasConcept C162324750 @default.
- W2955532334 hasConcept C169345407 @default.
- W2955532334 hasConcept C23922673 @default.
- W2955532334 hasConcept C2776142675 @default.
- W2955532334 hasConcept C2985497776 @default.
- W2955532334 hasConcept C33923547 @default.
- W2955532334 hasConcept C38935604 @default.
- W2955532334 hasConcept C91602232 @default.
- W2955532334 hasConceptScore W2955532334C101104100 @default.
- W2955532334 hasConceptScore W2955532334C105795698 @default.
- W2955532334 hasConceptScore W2955532334C139719470 @default.
- W2955532334 hasConceptScore W2955532334C149782125 @default.
- W2955532334 hasConceptScore W2955532334C151620405 @default.
- W2955532334 hasConceptScore W2955532334C153083717 @default.
- W2955532334 hasConceptScore W2955532334C162324750 @default.
- W2955532334 hasConceptScore W2955532334C169345407 @default.
- W2955532334 hasConceptScore W2955532334C23922673 @default.
- W2955532334 hasConceptScore W2955532334C2776142675 @default.
- W2955532334 hasConceptScore W2955532334C2985497776 @default.
- W2955532334 hasConceptScore W2955532334C33923547 @default.
- W2955532334 hasConceptScore W2955532334C38935604 @default.
- W2955532334 hasConceptScore W2955532334C91602232 @default.
- W2955532334 hasIssue "2" @default.
- W2955532334 hasLocation W29555323341 @default.
- W2955532334 hasOpenAccess W2955532334 @default.
- W2955532334 hasPrimaryLocation W29555323341 @default.
- W2955532334 hasRelatedWork W1517210038 @default.
- W2955532334 hasRelatedWork W1559027654 @default.
- W2955532334 hasRelatedWork W1845976929 @default.
- W2955532334 hasRelatedWork W1985198035 @default.
- W2955532334 hasRelatedWork W2011333818 @default.
- W2955532334 hasRelatedWork W2069382167 @default.
- W2955532334 hasRelatedWork W2120142296 @default.
- W2955532334 hasRelatedWork W2189283452 @default.
- W2955532334 hasRelatedWork W225496943 @default.
- W2955532334 hasRelatedWork W2410398064 @default.
- W2955532334 hasRelatedWork W3038587762 @default.
- W2955532334 hasRelatedWork W3098106777 @default.
- W2955532334 hasRelatedWork W3121905583 @default.
- W2955532334 hasRelatedWork W3123152579 @default.
- W2955532334 hasRelatedWork W3123863021 @default.
- W2955532334 hasRelatedWork W3125745358 @default.
- W2955532334 hasRelatedWork W3125895543 @default.
- W2955532334 hasRelatedWork W3126013069 @default.
- W2955532334 hasRelatedWork W3209947089 @default.
- W2955532334 hasRelatedWork W2607410591 @default.
- W2955532334 hasVolume "15" @default.
- W2955532334 isParatext "false" @default.
- W2955532334 isRetracted "false" @default.
- W2955532334 magId "2955532334" @default.
- W2955532334 workType "article" @default.