Robust inference in conditionally heteroskedastic autoregressions (Q5860968)
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scientific article; zbMATH DE number 7484500
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust inference in conditionally heteroskedastic autoregressions |
scientific article; zbMATH DE number 7484500 |
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Robust inference in conditionally heteroskedastic autoregressions (English)
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4 March 2022
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AR-GARCH
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least squares estimation
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regular variation
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\(t\)-test
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