RENORMING VOLATILITIES IN A FAMILY OF GARCH MODELS
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Publication:4554606
DOI10.1017/S0266466617000470zbMath1406.62097OpenAlexW2773135364MaRDI QIDQ4554606
Publication date: 9 November 2018
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466617000470
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Brownian motion (60J65)
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Asymptotics for semi-strong augmented GARCH(1,1) model ⋮ The ZD-GARCH model: a new way to study heteroscedasticity
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