A new stochastically flexible event methodology with application to proposition 103 (Q1962830): Difference between revisions

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scientific article
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A new stochastically flexible event methodology with application to proposition 103
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    A new stochastically flexible event methodology with application to proposition 103 (English)
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    6 September 2000
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    dynamic market model
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    GARCH
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    proposition 103
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    ARCH
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    cumulative sums
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