Semiparametric and Nonparametric ARCH Modeling (Q3646952)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semiparametric and Nonparametric ARCH Modeling |
scientific article |
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Semiparametric and Nonparametric ARCH Modeling (English)
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27 November 2009
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discrete time volatility
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GARCH
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semiparametric
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nonparametric
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long memory
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