Aggregation and marginalization of GARCH processes: some further results (Q478343)
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scientific article; zbMATH DE number 6376523
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Aggregation and marginalization of GARCH processes: some further results |
scientific article; zbMATH DE number 6376523 |
Statements
Aggregation and marginalization of GARCH processes: some further results (English)
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3 December 2014
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aggregation
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GARCH
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