Splines for financial volatility (Q2920261)
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scientific article; zbMATH DE number 6098616
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Splines for financial volatility |
scientific article; zbMATH DE number 6098616 |
Statements
25 October 2012
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boosting
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\(B\)-splines
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conditional variance
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financial time series
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generalized auto-regressive conditional heteroscedasticity model
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volatility
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Splines for financial volatility (English)
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0.7794392108917236
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0.7675212621688843
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0.7501526474952698
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0.7384357452392578
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0.7367857694625854
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