On the Distributional Properties of GARCH Processes (Q2740039)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Distributional Properties of GARCH Processes |
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On the Distributional Properties of GARCH Processes (English)
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16 September 2001
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non-linear time series
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ARCH model
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GARCH model
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distributional properties
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lower bounds
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statistical process control
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