On the tvGARCH(1,1) model: existence, CLT, and tail index (Q946794)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the tvGARCH(1,1) model: existence, CLT, and tail index |
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On the tvGARCH(1,1) model: existence, CLT, and tail index (English)
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24 September 2008
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GARCH(1,1) model
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\(L^p\) bounded solution
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