Aggregation in ARCH models (Q1873237)
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scientific article; zbMATH DE number 1912601
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Aggregation in ARCH models |
scientific article; zbMATH DE number 1912601 |
Statements
Aggregation in ARCH models (English)
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19 May 2003
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ARCH models
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aggregation
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GARCH(1,1) model
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random coefficients
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