Robust recursive estimation of GARCH models (Q3120381): Difference between revisions
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Latest revision as of 22:39, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust recursive estimation of GARCH models |
scientific article |
Statements
Robust recursive estimation of GARCH models (English)
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1 March 2019
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GARCH model
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Kalman filter
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outlier
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robust recursive estimation
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volatility
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