AUTOMATED INFERENCE AND LEARNING IN MODELING FINANCIAL VOLATILITY

DOI10.1017/S0266466605050140zbMath1072.62104MaRDI QIDQ5697633

Michael McAleer

Publication date: 18 October 2005

Published in: Econometric Theory (Search for Journal in Brave)

zbMATH Keywords

GARCH models

Mathematics Subject Classification ID

62P05: Applications of statistics to actuarial sciences and financial mathematics

91B84: Economic time series analysis

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