Three-factor profile analysis with GARCH innovations (Q2479433): Difference between revisions
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Property / cites work: Generalized autoregressive conditional heteroscedasticity / rank | |||
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Property / cites work: ARCH modeling in finance. A review of the theory and empirical evidence / rank | |||
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Property / cites work: Handbook of econometrics. Vol. 4 / rank | |||
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Property / cites work: Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation / rank | |||
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Property / cites work: AUTOMATED INFERENCE AND LEARNING IN MODELING FINANCIAL VOLATILITY / rank | |||
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Latest revision as of 20:13, 27 June 2024
scientific article
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English | Three-factor profile analysis with GARCH innovations |
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Three-factor profile analysis with GARCH innovations (English)
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26 March 2008
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ANOVA
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MANOVA
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GARCH model
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time-dependence
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profile analysis
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treatment
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American depository receipts
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