GARCH processes and the phenomenon of misleading and unambiguous signals (Q4620249)

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scientific article; zbMATH DE number 7015549
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GARCH processes and the phenomenon of misleading and unambiguous signals
scientific article; zbMATH DE number 7015549

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    GARCH processes and the phenomenon of misleading and unambiguous signals (English)
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    8 February 2019
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    financial time series
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    joint EWMA schemes
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    statistical process control
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    valid signals
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