Non‐linear GARCH models for highly persistent volatility (Q5703229)
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scientific article; zbMATH DE number 2226301
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non‐linear GARCH models for highly persistent volatility |
scientific article; zbMATH DE number 2226301 |
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Non‐linear GARCH models for highly persistent volatility (English)
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8 November 2005
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nonlinearity
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GARCH
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stationarity
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Markov chain
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0.9381858
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0.9180612
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0.9056826
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0.8974732
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0.8971566
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0.89617264
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0.8955602
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