Finite sample properties of the ARCH class of models with stochastic volatility (Q1389738): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite sample properties of the ARCH class of models with stochastic volatility |
scientific article |
Statements
Finite sample properties of the ARCH class of models with stochastic volatility (English)
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30 June 1998
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stochastic volatility
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autoregressive conditional heteroskedasticity
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Monte Carlo experiment
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