Time series models with asymmetric Laplace innovations (Q3070611)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time series models with asymmetric Laplace innovations |
scientific article |
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Time series models with asymmetric Laplace innovations (English)
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3 February 2011
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ARMA
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GARCH
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conditional maximum likelihood
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joint distribution
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prediction
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financial returns
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