Nonlinear GARCH model and 1/f noise
Year of publication: |
2015
|
---|---|
Authors: | Kononovicius, A. ; Ruseckas, J. |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 427.2015, C, p. 74-81
|
Publisher: |
Elsevier |
Subject: | 1/f noise | GARCH | Nonlinearity | Stochastic modeling |
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