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Publication:3645220
zbMath1274.91342MaRDI QIDQ3645220
Mariusz Gąsowski, Elżbieta Z. Ferenstein
Publication date: 16 November 2009
Full work available at URL: https://eudml.org/doc/40452
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
autoregressive processconditional heteroscedastic variancefinancial log returnsGARCH and EGARCH models
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)
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