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Latest revision as of 16:48, 5 March 2024
scientific article; zbMATH DE number 1984173
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 1984173 |
Statements
22 September 2003
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ARCH models
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forecast volatility
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model selection
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predictability
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correlated gamma ratio distribution
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