Unstable volatility: the break-preserving local linear estimator (Q3145404)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Unstable volatility: the break-preserving local linear estimator |
scientific article |
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Unstable volatility: the break-preserving local linear estimator (English)
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20 December 2012
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breaks estimation
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heteroscedasticity
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local linear regression
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nonlinear time series
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volatility estimation
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