An Introduction to Univariate GARCH Models (Q3646947)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Introduction to Univariate GARCH Models |
scientific article |
Statements
An Introduction to Univariate GARCH Models (English)
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27 November 2009
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generalized ARCH models
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Markov switching
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semiparametric models
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nonparametric models
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threshold GARCH models
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