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Local scale models. State space alternative to integraded GARCH processes - MaRDI portal

Local scale models. State space alternative to integraded GARCH processes (Q1318993)

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scientific article; zbMATH DE number 549134
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English
Local scale models. State space alternative to integraded GARCH processes
scientific article; zbMATH DE number 549134

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    Local scale models. State space alternative to integraded GARCH processes (English)
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    12 April 1994
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