The \(L^2\)-structures of standard and switching-regime GARCH models (Q2567232): Difference between revisions

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Latest revision as of 17:06, 10 June 2024

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The \(L^2\)-structures of standard and switching-regime GARCH models
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    The \(L^2\)-structures of standard and switching-regime GARCH models (English)
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    29 September 2005
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    ARMA representation
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    Markov-switching models
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