Finite sample properties of the ARCH class of models with stochastic volatility (Q1389738)

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Finite sample properties of the ARCH class of models with stochastic volatility
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    Finite sample properties of the ARCH class of models with stochastic volatility (English)
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    30 June 1998
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    stochastic volatility
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    autoregressive conditional heteroskedasticity
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    Monte Carlo experiment
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