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Latest revision as of 19:47, 5 March 2024

scientific article; zbMATH DE number 2199143
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scientific article; zbMATH DE number 2199143

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    25 August 2005
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    Autocorrelations of nonlinear transformations
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    GARCH
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    long-memory
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    McLeod-Li statistic
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    stochastic volatility
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