RCA model with quadratic GARCH innovation distribution (Q452958)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | RCA model with quadratic GARCH innovation distribution |
scientific article |
Statements
RCA model with quadratic GARCH innovation distribution (English)
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18 September 2012
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fat tailed innovation distribution
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GARCH model
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kurtosis
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random coefficient autoregressive model
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variance
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