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scientific article; zbMATH DE number 2060189
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 2060189 |
Statements
17 March 2004
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GARCH
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EGARCH
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CHARMA
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stochastic volatility
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asymmetry
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autocorrelation of squares
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kurtosis
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robust procedures
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