Q4407617 (Q4407617): Difference between revisions
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Revision as of 05:52, 28 February 2024
scientific article; zbMATH DE number 1944323
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scientific article; zbMATH DE number 1944323 |
Statements
15 December 2003
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ARCH
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GARCH
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IGARCH
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persistence in variance
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mixing
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sample autocorrelation function
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long-range dependence
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