RCA models with GARCH innovations (Q1027477)

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RCA models with GARCH innovations
scientific article

    Statements

    title
    RCA models with GARCH innovations (English)
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    author
    J. Blot
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    publication date
    29 June 2009
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    zbMATH Keywords
    GARCH processes
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    RCA models
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    non-normal
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    time varying volatility
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    kurtosis
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    Identifiers

    zbMATH DE Number
    5571349
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