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    Statements

    author
    Ngai Hang Chan
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    Rong Mao Zhang
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    publication date
    17 November 2010
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    Mathematics Subject Classification ID
    62M10
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    62E20
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    62G32
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    60G50
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    zbMATH DE Number
    5816769
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    zbMATH Keywords
    autoregressive process
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    GARCH
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    heavy-tailed
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    IGARCH
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    stable processes
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    unit-roots
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