Functional Generalized Autoregressive Conditional Heteroskedasticity
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Publication:2954300
DOI10.1111/jtsa.12192zbMath1356.62133arXiv1509.03813OpenAlexW2167467896MaRDI QIDQ2954300
Lajos Horváth, Daniel F. Pellatt, Alexander Aue
Publication date: 12 January 2017
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1509.03813
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)
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