Stability of random coefficient ARCH models and aggregation schemes (Q2439054)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stability of random coefficient ARCH models and aggregation schemes |
scientific article |
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Stability of random coefficient ARCH models and aggregation schemes (English)
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7 March 2014
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ARCH(\(\infty\)) model
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aggregation
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random coefficients
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long memory
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