broach 发表于 2025-3-21 16:18:28

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Armory 发表于 2025-3-21 23:39:51

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ablate 发表于 2025-3-22 03:05:12

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countenance 发表于 2025-3-22 04:44:21

https://doi.org/10.1007/978-3-662-02260-3egressive model of order one with heteroscedastic errors. This simple example allows us to study in detail the existence conditions of the process and to discuss its main properties. We then discuss the different possible extensions of the basic model and show how the results derived for a simple case may be generalized.

反省 发表于 2025-3-22 10:52:54

Arbeiterschutz und Rationalisierung, 5), the random walk hypothesis tests (section 3) and the interpretation of ARCH models as discrete approximations of continuous time models (section 2). We emphasize the particular importance of these different questions in financial econometrics.

Melanocytes 发表于 2025-3-22 15:51:37

,Bedürfnis-ABC von Patienten-Kunden,roducing underlying series, observable or not, that explain this common evolution or identifying approximated relations satisfied by the series. The first approach leads to factor models similar to the ones introduced in chapter 6, and the second approach leads to techniques like cointegration and codependence.

太空 发表于 2025-3-22 19:04:43

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来这真柔软 发表于 2025-3-22 22:34:57

978-1-4612-7314-1Springer Science+Business Media New York 1997

Vasodilation 发表于 2025-3-23 05:02:49

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Crohns-disease 发表于 2025-3-23 09:08:41

Arbeiterliteratur in der Weimarer Zeit,ities that are present in explosive or cyclical components (see the evolution of unemployment in Fig 2.1 or comovements of different series (see Fig2.2 which displays the behavior of short and long term interest rates, where the two series have approximately the same trend and differ from one anothe
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查看完整版本: Titlebook: ARCH Models and Financial Applications; Christian Gouriéroux Book 1997 Springer Science+Business Media New York 1997 GARCH.Stochastic Diff