Comparison Results for GARCH Processes (Q2923429): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comparison Results for GARCH Processes |
scientific article |
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Comparison Results for GARCH Processes (English)
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15 October 2014
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stochastic orderings
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GARCH processes
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multivariate convex order
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supermodularity
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peakedness
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kurtosis
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