Generalized autoregressive conditional heteroskedasticity (Q128861)

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scientific article
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English
Generalized autoregressive conditional heteroskedasticity
scientific article

    Statements

    volume
    31
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    issue
    3
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    page(s)
    307-327
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    publication date
    April 1986
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    author
    Tim Bollerslev
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    Wikidata QID
    Q29013119
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