A nonlinear model for long-memory conditional heteroscedasticity (Q327174)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A nonlinear model for long-memory conditional heteroscedasticity |
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A nonlinear model for long-memory conditional heteroscedasticity (English)
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19 October 2016
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ARCH model
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leverage
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long memory
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Donsker's invariance principle
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fractional Brownian motion
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