Nonstationary nonlinear heteroskedasticity in regression (Q278499)

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scientific article; zbMATH DE number 6576083
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Nonstationary nonlinear heteroskedasticity in regression
scientific article; zbMATH DE number 6576083

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    Nonstationary nonlinear heteroskedasticity in regression (English)
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    2 May 2016
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    volatility
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    nonstationary nonlinear heteroskedasticity
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    regression with heteroskedastic errors
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    spurious regression
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