Analytical derivates of the APARCH model (Q1768382)

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Analytical derivates of the APARCH model
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    Statements

    title
    Analytical derivates of the APARCH model (English)
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    author
    Sébastien Laurent
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    publication date
    15 March 2005
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    zbMATH Keywords
    APARCH
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    analytical score
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    asymmetric power ARCH models
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    Identifiers

    zbMATH DE Number
    2145918
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