A new stochastically flexible event methodology with application to proposition 103 (Q1962830)
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scientific article
Language | Label | Description | Also known as |
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English | A new stochastically flexible event methodology with application to proposition 103 |
scientific article |
Statements
A new stochastically flexible event methodology with application to proposition 103 (English)
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6 September 2000
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dynamic market model
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GARCH
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proposition 103
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ARCH
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cumulative sums
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