Random coefficient GARCH models (Q814261)

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Random coefficient GARCH models
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    title
    Random coefficient GARCH models (English)
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    author
    N. E. Zubov
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    publication date
    6 February 2006
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    zbMATH DE Number
    5003695
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    zbMATH Keywords
    GARCH
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    Stochastic volatility
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    Kurtosis
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    Power GARCH and general GARCH(1,1) models
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