Estimation in real data set by Split-ARCH model (Q5452454)
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scientific article; zbMATH DE number 5259250
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation in real data set by Split-ARCH model |
scientific article; zbMATH DE number 5259250 |
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Estimation in real data set by Split-ARCH model (English)
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4 April 2008
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extrapolation
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stationarity
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volatility
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