Random coefficient \(\text{GARCH}(1,1)\) model with i.i.d. coefficients. (Q2487861)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Random coefficient \(\text{GARCH}(1,1)\) model with i.i.d. coefficients. |
scientific article |
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Random coefficient \(\text{GARCH}(1,1)\) model with i.i.d. coefficients. (English)
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9 August 2005
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