Semiparametric efficient adaptive estimation of asymmetric GARCH models (Q274928): Difference between revisions

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+Generalized autoregressive conditional heteroscedasticity
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+Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances
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+Efficient estimation in semiparametric GARCH models
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+Adaptive estimation in time-series models
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+Semiparametric efficient adaptive estimation of asymmetric GARCH models
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