The stationary seasonal hyperbolic asymmetric power ARCH model (Q2643390): Difference between revisions
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Revision as of 23:15, 19 March 2024
scientific article
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English | The stationary seasonal hyperbolic asymmetric power ARCH model |
scientific article |
Statements
The stationary seasonal hyperbolic asymmetric power ARCH model (English)
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23 August 2007
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seasonality
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persistence
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asymmetric
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leptokurtosis
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long memory
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hyperbolic behavior
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