RCA models: joint prediction of mean and volatility (Q1950658)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | RCA models: joint prediction of mean and volatility |
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RCA models: joint prediction of mean and volatility (English)
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13 May 2013
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financial data
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random coefficient autoregressions
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recursive estimation
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spectral density
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squared process
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