Contemporaneous aggregation of GARCH processes (Q5430498)
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scientific article; zbMATH DE number 5220235
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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