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Autoregressive conditional heteroskedasticity / Econometrics / Time series analysis / Markov models / Stable distribution / Stochastic volatility / Economic model / Log-normal distribution / Normal distribution / Statistics / Probability and statistics / Mathematical finance


Temporal Aggregation of Equity Return Time-Series Models
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Document Date: 2013-01-15 17:48:36


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p12 +p21 rt / rt / monthly log return rt / author / actuary / stochastic asset model for actuarial use / RT / RT / monthly series rt / /

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