Kalman filter-based modelling and forecasting of stochastic volatility with threshold (Q5130165): Difference between revisions

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+The use of GARCH models in VaR estimation
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+Some recent developments in stochastic volatility modelling
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+Generalized autoregressive conditional heteroscedasticity
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+Non-Linear Time Series Modeling of Volatile Onion Price Data Using AR(p )-ARCH( q)-In-Mean
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+MODELING STOCHASTIC VOLATILITY: A REVIEW AND COMPARATIVE STUDY
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