Properties of moments of a family of GARCH processes (Q1302764): Difference between revisions
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Latest revision as of 11:26, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Properties of moments of a family of GARCH processes |
scientific article |
Statements
Properties of moments of a family of GARCH processes (English)
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31 January 2000
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conditional variance
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heteroskedasticity
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second-order dependence
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stochastic volatility
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time series
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