Tail behaviour of \(\beta \)-TARCH models (Q613157): Difference between revisions
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Revision as of 19:38, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tail behaviour of \(\beta \)-TARCH models |
scientific article |
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Tail behaviour of \(\beta \)-TARCH models (English)
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20 December 2010
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ARCH-type model
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conditional heteroscedasticity
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extreme value theory
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tail behaviour
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