An ARCH model without intercept (Q500477)
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scientific article; zbMATH DE number 6489243
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An ARCH model without intercept |
scientific article; zbMATH DE number 6489243 |
Statements
An ARCH model without intercept (English)
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5 October 2015
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nonstationarity
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volatility
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Lyapunov exponent
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random walk
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