RENORMING VOLATILITIES IN A FAMILY OF GARCH MODELS (Q4554606)

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scientific article; zbMATH DE number 6975572
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RENORMING VOLATILITIES IN A FAMILY OF GARCH MODELS
scientific article; zbMATH DE number 6975572

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    RENORMING VOLATILITIES IN A FAMILY OF GARCH MODELS (English)
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    9 November 2018
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    volatilities
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    GARCH models
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    Lyapunov exponent
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    Brownian motion
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