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scientific article; zbMATH DE number 1865388
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scientific article; zbMATH DE number 1865388

    Statements

    author
    Neil Shephard
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    publication date
    6 February 2003
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    zbMATH Keywords
    stochastic processes
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    time series models
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    autoregressive conditional heteroscedasticity
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    stochastic volatility
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    Identifiers

    zbMATH DE Number
    1865388
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