Self-weighted recursive estimation of GARCH models (Q4563409): Difference between revisions

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+Recursive Estimation of GARCH Models
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+Generalized autoregressive conditional heteroscedasticity
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+ESTIMATING THE ARCH PARAMETERS BY SOLVING LINEAR EQUATIONS
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+Nonlinear time series. Nonparametric and parametric methods
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+Statistics of financial markets. An introduction.
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+Real time estimation of stochastic volatility processes
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