Efficiency bound calculations for a time series model, with conditional heteroskedasticity (Q2638711)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficiency bound calculations for a time series model, with conditional heteroskedasticity |
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Efficiency bound calculations for a time series model, with conditional heteroskedasticity (English)
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1991
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time series model
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conditional heteroskedasticity
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algorithm
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efficiency bound
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continuous time financial economics model
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martingale taxation model
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