Adaptive hyperbolic asymmetric power ARCH (A-HY-APARCH) model: stability and estimation (Q2219432)
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| Language | Label | Description | Also known as |
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| English | Adaptive hyperbolic asymmetric power ARCH (A-HY-APARCH) model: stability and estimation |
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Adaptive hyperbolic asymmetric power ARCH (A-HY-APARCH) model: stability and estimation (English)
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20 January 2021
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long range dependence
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structural changes
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HYAPARCH
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