Generalized autoregressive conditional heteroskedasticity (Q29013119)
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scientific article (publication date: April 1986)
Language | Label | Description | Also known as |
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English | Generalized autoregressive conditional heteroskedasticity |
scientific article (publication date: April 1986) |
Statements
Generalized autoregressive conditional heteroskedasticity (English)
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Tim Bollerslev
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April 1986
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31
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3
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307-327
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