On dynamics of volatilities in nonstationary GARCH models (Q467000)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On dynamics of volatilities in nonstationary GARCH models |
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On dynamics of volatilities in nonstationary GARCH models (English)
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3 November 2014
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convergence in distribution
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generalized autoregressive conditional heteroskedasticity (GARCH)
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nonstationarity
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renormalization
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volatility
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