An ARCH model without intercept (Q500477): Difference between revisions
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Property / author: Christian M. Hafner / rank | |||
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Property / Mathematics Subject Classification ID: 62P20 / rank | |||
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Property / Mathematics Subject Classification ID: 62M10 / rank | |||
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Property / Mathematics Subject Classification ID: 62F12 / rank | |||
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Property / Mathematics Subject Classification ID: 60G50 / rank | |||
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Property / Mathematics Subject Classification ID: 91B84 / rank | |||
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Property / Mathematics Subject Classification ID: 91G70 / rank | |||
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Property / zbMATH DE Number: 6489243 / rank | |||
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nonstationarity | |||
Property / zbMATH Keywords: nonstationarity / rank | |||
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volatility | |||
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Lyapunov exponent | |||
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random walk | |||
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Revision as of 01:11, 1 July 2023
scientific article
Language | Label | Description | Also known as |
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English | An ARCH model without intercept |
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An ARCH model without intercept (English)
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5 October 2015
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nonstationarity
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volatility
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Lyapunov exponent
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random walk
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