On the efficiency of a semi‐parametric GARCH model (Q3018505)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the efficiency of a semi‐parametric GARCH model |
scientific article |
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On the efficiency of a semi‐parametric GARCH model (English)
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27 July 2011
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adaptive estimation
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efficiency
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GARCH
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kernel
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semi-parametric
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