Moving average conditional heteroskedastic processes (Q1352226)

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Moving average conditional heteroskedastic processes
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    title
    Moving average conditional heteroskedastic processes (English)
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    author
    Minxian Yang
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    Ronald Bewley
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    publication date
    27 February 1997
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    zbMATH DE Number
    984672
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    zbMATH Keywords
    Time series
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    Volatility
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    Conditional variance
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    C32
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