On an asymmetric functional-coefficient ARCH-M model (Q6131404)

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scientific article; zbMATH DE number 7827670
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On an asymmetric functional-coefficient ARCH-M model
scientific article; zbMATH DE number 7827670

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    On an asymmetric functional-coefficient ARCH-M model (English)
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    5 April 2024
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    ARCH-M model
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    profile likelihood estimation
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    asymptotic property
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    ARCH effect
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    asymmetric effect
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