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On a mixture GARCH time-series model
Zhiqiang ZHANG
,
Wai Keung LI
, Kam Chuen YUEN
Department of Mathematics and Information Technology (MIT)
Research output
:
Contribution to journal
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Articles
›
peer-review
32
Citations (Scopus)
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Keyphrases
Time Series Model
100%
Generalized Autoregressive Conditional Heteroscedasticity (GARCH)
100%
Autoregressive Conditional Heteroscedasticity Model
87%
Copyright
12%
Popular
12%
Real Examples
12%
Stationarity Conditions
12%
Modelling Real Data
12%
Tail Behavior
12%
Mathematics
Conditionals
100%
Time Series Model
100%
Real Data
25%
Stationarity
12%