Effects of level shifts and temporary changes on the estimation of GARCH models (Q3589968)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Effects of level shifts and temporary changes on the estimation of GARCH models |
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Effects of level shifts and temporary changes on the estimation of GARCH models (English)
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17 September 2010
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GARCH models
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level shift
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temporary change
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level outlier
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volatility outlier
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estimation bias
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