On Asymptotic Theory for ARCH (∞) Models (Q4596427)
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scientific article; zbMATH DE number 6814675
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Asymptotic Theory for ARCH (∞) Models |
scientific article; zbMATH DE number 6814675 |
Statements
On Asymptotic Theory for ARCH (∞) Models (English)
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1 December 2017
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volatility
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long memory
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fractional integration
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quasi-maximum likelihood
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