Generalized dynamic linear models for financial time series (Q2722286)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized dynamic linear models for financial time series |
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Generalized dynamic linear models for financial time series (English)
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11 July 2001
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dynamic linear models
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conditionally Gaussian models
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Kalman filter
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stochastic regressors
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stochastic volatility
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GARCH models
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