A note on adaptation in garch models (Q4355144): Difference between revisions

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+W2090283985
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+On adaptive estimation
@@ Property / cites work: On adaptive estimation / rank @@
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+Generalized autoregressive conditional heteroscedasticity
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@@ Property / cites work @@
+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+Conditional Heteroskedasticity in Asset Returns: A New Approach
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+Semiparametric efficiency bounds
@@ Property / cites work: Semiparametric efficiency bounds / rank @@
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+Publication:4355144