scientific article; zbMATH DE number 1865388
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Publication:4791405
zbMath1075.91629MaRDI QIDQ4791405
Publication date: 6 February 2003
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
stochastic processesstochastic volatilitytime series modelsautoregressive conditional heteroscedasticity
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)
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