ARCH models as diffusion approximations (Q2640240): Difference between revisions
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Revision as of 08:56, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ARCH models as diffusion approximations |
scientific article |
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ARCH models as diffusion approximations (English)
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1990
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convergence of stochastic difference equations
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stochastic differential equations
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diffusion approximations
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