Nonlinearity of ARCH and stochastic volatility models and Bartlett's formula (Q4915057)
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scientific article; zbMATH DE number 6154567
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| English | Nonlinearity of ARCH and stochastic volatility models and Bartlett's formula |
scientific article; zbMATH DE number 6154567 |
Statements
16 April 2013
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ARCH processes
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GARCH processes
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linear time series
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0.8170911073684692
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0.7830859422683716
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0.783085823059082
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0.7742094993591309
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