Random Series with Time-Varying Discounting (Q3098924)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Random Series with Time-Varying Discounting |
scientific article |
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Random Series with Time-Varying Discounting (English)
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18 November 2011
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GARCH(1, 1) and ARCH processes
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Mellin transform
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Meyer G-functions
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stochastic recurrence equations
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