A long memory model with normal mixture GARCH (Q656952)
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scientific article; zbMATH DE number 5997610
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A long memory model with normal mixture GARCH |
scientific article; zbMATH DE number 5997610 |
Statements
A long memory model with normal mixture GARCH (English)
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13 January 2012
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long memory
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normal mixture
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inflation rate
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conditional heteroskedasticity
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