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Publication:3561715
zbMath1192.91194MaRDI QIDQ3561715
Anna Serbinenko, Svetlozar T. Rachev
Publication date: 25 May 2010
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)