Quasi-maximum exponential likelihood estimators for GARCH models based on high frequency data (Q5259888)
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scientific article; zbMATH DE number 6453339
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| English | Quasi-maximum exponential likelihood estimators for GARCH models based on high frequency data |
scientific article; zbMATH DE number 6453339 |
Statements
29 June 2015
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high frequency data
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GARCH model
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volatility proxy model
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0.8764477968215942
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0.8710314035415649
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0.8181483149528503
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0.8160075545310974
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0.7896665930747986
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