M-estimation for periodic GARCH model with high-frequency data (Q2401782)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | M-estimation for periodic GARCH model with high-frequency data |
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M-estimation for periodic GARCH model with high-frequency data (English)
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5 September 2017
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asymptotic normality
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consistency
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high-frequency data
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PGARCH model
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M-estimator
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