Moving average conditional heteroskedastic processes (Q1352226)
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scientific article; zbMATH DE number 984672
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Moving average conditional heteroskedastic processes |
scientific article; zbMATH DE number 984672 |
Statements
Moving average conditional heteroskedastic processes (English)
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27 February 1997
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Time series
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Volatility
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Conditional variance
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C32
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