On the origin of high persistence in GARCH-models (Q429135): Difference between revisions
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Revision as of 19:43, 11 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the origin of high persistence in GARCH-models |
scientific article |
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On the origin of high persistence in GARCH-models (English)
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26 June 2012
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minimum distance estimates
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structural change
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long memory
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GARCH
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