Contemporaneous aggregation of GARCH processes (Q5430498)

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scientific article; zbMATH DE number 5220235
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Contemporaneous aggregation of GARCH processes
scientific article; zbMATH DE number 5220235

    Statements

    Contemporaneous aggregation of GARCH processes (English)
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    16 December 2007
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    long memory
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    limit theorems
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    stable distributions
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    weighted averages
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