Autoregressive conditional heteroscedasticity: a comparison of ARCH and random coefficient models (Q900134)
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scientific article; zbMATH DE number 6525478
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| English | Autoregressive conditional heteroscedasticity: a comparison of ARCH and random coefficient models |
scientific article; zbMATH DE number 6525478 |
Statements
Autoregressive conditional heteroscedasticity: a comparison of ARCH and random coefficient models (English)
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1 January 2016
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0.92169785
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0.91578835
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0.9041783
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0.8995112
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0.8978504
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