Whittle estimation of EGARCH and other exponential volatility models (Q2628845)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Whittle estimation of EGARCH and other exponential volatility models |
scientific article |
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Whittle estimation of EGARCH and other exponential volatility models (English)
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18 July 2016
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EGARCH
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GJR
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stochastic volatility
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Whittle estimation
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asymptotics
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