On the origin of high persistence in GARCH-models (Q429135)

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On the origin of high persistence in GARCH-models
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    title
    On the origin of high persistence in GARCH-models (English)
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    author
    Baudouin Tameze
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    Konstantinos Christou
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    publication date
    26 June 2012
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    zbMATH DE Number
    6049839
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    zbMATH Keywords
    minimum distance estimates
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    structural change
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    long memory
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    GARCH
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