Bootstrapping nonparametric estimators of the volatility function. (Q1421318)
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scientific article; zbMATH DE number 2032701
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| English | Bootstrapping nonparametric estimators of the volatility function. |
scientific article; zbMATH DE number 2032701 |
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Bootstrapping nonparametric estimators of the volatility function. (English)
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26 January 2004
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ARCH process
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Bootstrap
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Confidence band
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Nonparametric estimates
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Volatility
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0.827941358089447
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0.8201298713684082
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0.8148662447929382
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0.8058786988258362
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0.7966774106025696
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