Generalized EGARCH Random Effect Models Application to Financial Time Series (Q3072385): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1080/03610918.2010.503016 / rank
 
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Latest revision as of 18:09, 3 July 2024

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Generalized EGARCH Random Effect Models Application to Financial Time Series
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    Generalized EGARCH Random Effect Models Application to Financial Time Series (English)
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    3 February 2011
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    Bayesian methodology
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    EGARCH models
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    financial time series
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    GARCH models
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    MCMC methods
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    volatility models
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