The autocorrelation structure for the GARCH-M process (Q806915): Difference between revisions
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Property / cites work: Generalized autoregressive conditional heteroscedasticity / 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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Revision as of 17:46, 21 June 2024
scientific article
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English | The autocorrelation structure for the GARCH-M process |
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The autocorrelation structure for the GARCH-M process (English)
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1991
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