Properties of a new family of volatility sign models (Q2458502)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Properties of a new family of volatility sign models |
scientific article |
Statements
Properties of a new family of volatility sign models (English)
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1 November 2007
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Sign GARCH model
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kurtosis and sign RCA models
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