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Hormann, Siegfried

  1. A Functional Version of the ARCH Model
    2011/05/02 by Siegfried Hörmann, Lajos Horváth, Hormann, Siegfried +3 · 1 citation
    Decision Sciences · Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #FOS: Mathematics #Financial Risk and Volatility Modeling #Statistics Theory (math.ST) #Stock Market Forecasting Methods