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scientific article; zbMATH DE number 1852182
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| English | No label defined |
scientific article; zbMATH DE number 1852182 |
Statements
9 January 2003
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nonparametric autoregression
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nonlinear time series
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conditional variance
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volatility
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homogeneity test for conditional variances
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0.8472833633422852
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0.8293179273605347
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0.8239045143127441
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0.8156678676605225
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