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A new approach to modelling nonlinear time series: Introducing the ExpAR-ARCH and ExpAR-GARCH models and applications.

Paraskevi Katsiampa
Published in: SCOR (2014)
Keyphrases
  • garch model
  • stock market
  • multivariate time series
  • sar images
  • heavy tailed
  • non stationary
  • image processing
  • data streams