Moment and memory properties of linear conditional heteroscedasticity models, and a new model
Year of publication: |
2004
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Authors: | Davidson, James E. H. |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 22.2004, 1, p. 16-29
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Subject: | ARCH-Modell | ARCH model | Wechselkurs | Exchange rate | US-Dollar | US dollar | Währungskrise | Currency crisis | USA | United States | Asien | Asia | Heteroskedastizität | Heteroscedasticity |
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