GARCH Model Estimation Using Estimated Quadratic Variation
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Publication:5863577
DOI10.1080/07474938.2014.956629zbMath1491.62098OpenAlexW2061817351MaRDI QIDQ5863577
Jingmei Zhu, John W. Galbraith, Victoria Zinde-Walsh
Publication date: 3 June 2022
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474938.2014.956629
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic time series analysis (91B84)
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