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Publication:2888192
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zbMath1243.62116MaRDI QIDQ2888192

A. Thavaneswaran, S. S. Appadoo, A. Paseka

Publication date: 30 May 2012


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

stochastic volatilitykurtosismoment propertiescorrelated RCA models


Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Measures of association (correlation, canonical correlation, etc.) (62H20)








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