Random coefficient GARCH models (Q814261)
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scientific article; zbMATH DE number 5003695
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Random coefficient GARCH models |
scientific article; zbMATH DE number 5003695 |
Statements
Random coefficient GARCH models (English)
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6 February 2006
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GARCH
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Stochastic volatility
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Kurtosis
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Power GARCH and general GARCH(1,1) models
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