Properties of some statistics for AR-ARCH model with application to technical analysis (Q1006014)

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Properties of some statistics for AR-ARCH model with application to technical analysis
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    Properties of some statistics for AR-ARCH model with application to technical analysis (English)
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    17 March 2009
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    AR-ARCH model
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    technical analysis indexes
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    asymptotically stationary
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    strong mixing
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    rate of convergence
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