Nonlinear dynamics of the Nikkei stock average futures (Q1000383): Difference between revisions

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+MaRDI publication profile
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+Generalized autoregressive conditional heteroscedasticity
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+A test for independence based on the correlation dimension
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+Q3959963
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+Conditional Heteroskedasticity in Asset Returns: A New Approach
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+Estimating the dimension of a model
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+Normal rank