RCA model with quadratic GARCH innovation distribution (Q452958): Difference between revisions
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Revision as of 04:19, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | RCA model with quadratic GARCH innovation distribution |
scientific article |
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RCA model with quadratic GARCH innovation distribution (English)
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18 September 2012
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fat tailed innovation distribution
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GARCH model
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kurtosis
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random coefficient autoregressive model
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variance
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