Accelerating score-driven time series models (Q2330723)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Accelerating score-driven time series models |
scientific article |
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Accelerating score-driven time series models (English)
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23 October 2019
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GARCH models
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Kullback-Leibler divergence
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score-driven models
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S\&P 500 stocks
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time-varying parameters
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US inflation
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