Semi-parametric estimation and forecasting for exogenous log-GARCH models (Q285838)
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scientific article; zbMATH DE number 6582734
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| English | Semi-parametric estimation and forecasting for exogenous log-GARCH models |
scientific article; zbMATH DE number 6582734 |
Statements
Semi-parametric estimation and forecasting for exogenous log-GARCH models (English)
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19 May 2016
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financial volatility
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log-GARCH
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exogenous variable
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semiparametric regression
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spline
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quasi-likelihood estimation
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0.7584991455078125
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0.734645664691925
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0.7346336245536804
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0.7333194017410278
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0.7314046621322632
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