Modeling the changing asymmetry of conditional variances (Q1351734): Difference between revisions

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Revision as of 22:42, 19 March 2024

scientific article
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Modeling the changing asymmetry of conditional variances
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    Modeling the changing asymmetry of conditional variances (English)
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    27 February 1997
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    Asymmetric variance
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    Conditional heteroskedasticity
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