Conditional Density Estimation Using Fuzzy GARCH Models (Q2805784): Difference between revisions
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Property / author: Rui Jorge Almeida / rank | |||
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Property / author: João Miguel Da Costa Sousa / rank | |||
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Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / full work available at URL: https://doi.org/10.1007/978-3-642-33042-1_19 / rank | |||
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Property / OpenAlex ID: W1523870836 / rank | |||
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Property / cites work: Theory and inference for a Markov switching GARCH model / rank | |||
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Property / cites work: Generalized autoregressive conditional heteroscedasticity / rank | |||
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Latest revision as of 00:12, 12 July 2024
scientific article
Language | Label | Description | Also known as |
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English | Conditional Density Estimation Using Fuzzy GARCH Models |
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Conditional Density Estimation Using Fuzzy GARCH Models (English)
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13 May 2016
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conditional volatility
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density estimation
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fuzzy GARCH
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fuzzy model
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time series analysis
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