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Q4623603 - MaRDI portal

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scientific article; zbMATH DE number 7027964
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scientific article; zbMATH DE number 7027964

    Statements

    publication date
    22 February 2019
    0 references
    zbMATH Keywords
    GARCH model
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    heavy-tailed estimation
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    asymptotic distribution
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    diagnostic test
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    autocorrelation function
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    Identifiers

    zbMATH DE Number
    7027964
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