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scientific article; zbMATH DE number 1916727
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| English | No label defined |
scientific article; zbMATH DE number 1916727 |
Statements
3 November 2003
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generalized autoregressive conditional heteroscedastic model
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strict stationarity
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Hadamard product
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ARCH model
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0.8538540601730347
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0.8471896648406982
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0.846401035785675
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0.828102707862854
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