Random coefficient mixture (RCM) GARCH models (Q815363)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Random coefficient mixture (RCM) GARCH models |
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Random coefficient mixture (RCM) GARCH models (English)
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16 February 2006
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GARCH
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stochastic volatility
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kurtosis
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asset pricing
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leptokurtic
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volatility smile
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general GARCH(1, 1) model
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