WHY DOES THE STANDARD GARCH(1, 1) MODEL WORK WELL? (Q3500189)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | WHY DOES THE STANDARD GARCH(1, 1) MODEL WORK WELL? |
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WHY DOES THE STANDARD GARCH(1, 1) MODEL WORK WELL? (English)
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3 June 2008
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time series analysis
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GARCH processes
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Markov process
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