Alexander Aue

University of California, Davis

One Shields Avenue

Apt 153

Davis, CA 95616

United States

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An operator-level ARCH Model

Number of pages: 48 Posted: 09 May 2026

Alexander Aue, Sebastian Kühnert, Gregory Rice and Jeremy VanderDoes

University of California, Davis, affiliation not provided to SSRN, University of Waterloo - Department of Statistics and Actuarial Science and University of Waterloo

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