Normalized least-squares estimation in time-varying ARCH models (Q2426622)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Normalized least-squares estimation in time-varying ARCH models |
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Normalized least-squares estimation in time-varying ARCH models (English)
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23 April 2008
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cross-validation
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(G)ARCH models
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kernel smoothing
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locally stationary models
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