Local scale models. State space alternative to integraded GARCH processes (Q1318993)

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Local scale models. State space alternative to integraded GARCH processes
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    title
    Local scale models. State space alternative to integraded GARCH processes (English)
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    author
    Neil Shephard
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    publication date
    12 April 1994
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    zbMATH DE Number
    549134
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    OpenAlex ID
    W1960009795
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