Varying Coefficient GARCH Models (Q3646953): Difference between revisions
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Revision as of 09:07, 15 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Varying Coefficient GARCH Models |
scientific article |
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Varying Coefficient GARCH Models (English)
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27 November 2009
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locally adaptive volatility
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conditional heteroscedasticity
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nonparametric estimation
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global parametric model
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smooth transition model
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