The JLS model with ARMA/GARCH errors (Q4597483)

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scientific article; zbMATH DE number 6817981
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The JLS model with ARMA/GARCH errors
scientific article; zbMATH DE number 6817981

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    The JLS model with ARMA/GARCH errors (English)
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    13 December 2017
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    graph operations
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    hierarchical diamond lattice
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    JLS model
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    financial bubbles and crashes
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    ARMA/GARCH errors
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