Evaluating GARCH models. (Q1858977)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Evaluating GARCH models. |
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Evaluating GARCH models. (English)
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17 February 2003
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conditional heteroskedasticity
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model misspecification test
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nonlinear time series
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parameter constancy
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smooth transition GARCH
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