Modeling the changing asymmetry of conditional variances (Q1351734)
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scientific article; zbMATH DE number 984499
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling the changing asymmetry of conditional variances |
scientific article; zbMATH DE number 984499 |
Statements
Modeling the changing asymmetry of conditional variances (English)
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27 February 1997
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Asymmetric variance
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Conditional heteroskedasticity
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