OpenAlex
Mixture periodic autoregressive conditional heteroskedastic models
Work
Year: 2008
Type: article
Source: Computational Statistics & Data Analysis
Authors Mohamed Bentarzi, Fayçal Hamdi
Institution University of Sciences and Technology Houari Boumediene
Cites: 17
Cited by: 13
Related to: 10
FWCI: 0.573
Citation percentile (by year/subfield): 85.99
Topic: Financial Risk and Volatility Modeling
Subfield: Finance
Field: Economics, Econometrics and Finance
Domain: Social Sciences
Sustainable Development Goal Reduced inequalities
Open Access status: closed