Limit theory for moderate deviation from integrated GARCH processes (Q2322613)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limit theory for moderate deviation from integrated GARCH processes |
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Limit theory for moderate deviation from integrated GARCH processes (English)
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5 September 2019
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central limit theorem
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limiting process
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localization
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explosive GARCH
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volatility process
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