An evolutionary game theory explanation of ARCH effects (Q1027364)
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scientific article; zbMATH DE number 5573570
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An evolutionary game theory explanation of ARCH effects |
scientific article; zbMATH DE number 5573570 |
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An evolutionary game theory explanation of ARCH effects (English)
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1 July 2009
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ARCH
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autoregressive conditional heteroskedasticity
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evolutionary game theory
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rational expectations
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