Contemporaneous asymmetry in GARCH processes (Q5932779): Difference between revisions

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scientific article; zbMATH DE number 1607367
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Contemporaneous asymmetry in GARCH processes
scientific article; zbMATH DE number 1607367

    Statements

    Contemporaneous asymmetry in GARCH processes (English)
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    14 November 2002
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    conditional kurtosis
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    GARCH
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    stationarity
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    French stock index
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    contemporaneous asymmetry
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    quasi-maximum likelihood
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