Statistical inference for mixture GARCH models with financial application (Q2135925)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical inference for mixture GARCH models with financial application |
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Statistical inference for mixture GARCH models with financial application (English)
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10 May 2022
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Markov switching models
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mixture GARCH models
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estimation
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Fisher information matrix
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volatility
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model selection
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