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Latest revision as of 12:54, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article |
Statements
13 August 2010
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autoregressive conditional heteroscedasticity
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GMTD model
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MAR model
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MAR-ARCH model
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EM algorithm
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volatility
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stochastic trend
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BIC
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out-of-sample forecasting
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