On the relation between GARCH and stable processes (Q2277742)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the relation between GARCH and stable processes |
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On the relation between GARCH and stable processes (English)
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1991
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stable processes
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GARCH processes
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clustering of volatility
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fat-tail property
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conditional distributions
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stable subordination
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conditional scaling
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