Choosing between persistent and stationary volatility (Q2112824)
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scientific article; zbMATH DE number 7641133
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Choosing between persistent and stationary volatility |
scientific article; zbMATH DE number 7641133 |
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Choosing between persistent and stationary volatility (English)
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12 January 2023
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ARCH effect
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persistence
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volatility
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time-varying coefficient models
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nonparametric estimation
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