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Revision as of 23:46, 22 February 2024

scientific article; zbMATH DE number 1944323
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scientific article; zbMATH DE number 1944323

    Statements

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    15 December 2003
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    ARCH
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    GARCH
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    IGARCH
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    persistence in variance
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    mixing
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    sample autocorrelation function
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    long-range dependence
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    Identifiers

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