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Носовский Г. В. - Финансово-экономическое управление - Модель ARCH(1)

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0:00:19 1. Модель ARCH(1) 0:08:25 2. Свойства процессов ARCH 0:36:20 3. Следствия из свойств 0:53:15 4. Процессы GARCH(p,q)

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