Changes of structure in financial time series and the GARCH model (Q3433265)
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scientific article; zbMATH DE number 5147266
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| English | Changes of structure in financial time series and the GARCH model |
scientific article; zbMATH DE number 5147266 |
Statements
27 April 2007
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integrated periodogram
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spectral distribution
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functional central limit theorem
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Kiefer-Müller process
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Brownian bridge
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sample autocorrelation
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change point
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GARCH process
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long range dependence
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IGARCH
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non-stationarity
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0.8389173150062561
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0.832400918006897
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0.8288345336914062
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0.8288345336914062
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0.8169406056404114
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