High moment partial sum processes of residuals in GARCH models and their applications (Q2368858)

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High moment partial sum processes of residuals in GARCH models and their applications
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    High moment partial sum processes of residuals in GARCH models and their applications (English)
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    28 April 2006
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    time series
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    weak convergence
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    skewness
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    kurtosis
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    consistency
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