Splines for Financial Volatility (Q2920261)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Splines for Financial Volatility |
scientific article |
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Splines for Financial Volatility (English)
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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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