Testing stationarity for stock market data (Q1351737)
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scientific article; zbMATH DE number 984500
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing stationarity for stock market data |
scientific article; zbMATH DE number 984500 |
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Testing stationarity for stock market data (English)
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27 February 1997
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Volatility
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Test of stationarity
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GARCH model
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