scientific article; zbMATH DE number 2230444

MaRDI QIDQ5708642zbMATH OpenFDO

Authors

Publication date 21 November 2005

zbMATH Keywords

random coefficient autoregressive models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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(7)

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• Recent developments in volatility modeling and applications

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