The stationary seasonal hyperbolic asymmetric power ARCH model (Q2643390)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The stationary seasonal hyperbolic asymmetric power ARCH model |
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The stationary seasonal hyperbolic asymmetric power ARCH model (English)
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23 August 2007
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seasonality
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persistence
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asymmetric
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leptokurtosis
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long memory
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hyperbolic behavior
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