RCA models with GARCH innovations (Q1027477)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | RCA models with GARCH innovations |
scientific article |
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RCA models with GARCH innovations (English)
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29 June 2009
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GARCH processes
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RCA models
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non-normal
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time varying volatility
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kurtosis
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