The stationary seasonal hyperbolic asymmetric power ARCH model (Q2643390): Difference between revisions

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Latest revision as of 14:10, 26 June 2024

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The stationary seasonal hyperbolic asymmetric power ARCH model
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    The stationary seasonal hyperbolic asymmetric power ARCH model (English)
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    23 August 2007
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    seasonality
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    persistence
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    asymmetric
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    leptokurtosis
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    long memory
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    hyperbolic behavior
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