Limit theory for a general class of GARCH models with just barely infinite variance (Q2930910)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limit theory for a general class of GARCH models with just barely infinite variance |
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Limit theory for a general class of GARCH models with just barely infinite variance (English)
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20 November 2014
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GARCH
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heavy-tailed
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IGARCH
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stable processes
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sample autocorrelation and unit root
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