Random coefficient \(\text{GARCH}(1,1)\) model with i.i.d. coefficients. (Q2487861): Difference between revisions
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scientific article
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English | Random coefficient \(\text{GARCH}(1,1)\) model with i.i.d. coefficients. |
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Random coefficient \(\text{GARCH}(1,1)\) model with i.i.d. coefficients. (English)
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9 August 2005
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