A GMM procedure for combining volatility forecasts (Q1023635)
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scientific article; zbMATH DE number 5564686
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A GMM procedure for combining volatility forecasts |
scientific article; zbMATH DE number 5564686 |
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A GMM procedure for combining volatility forecasts (English)
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12 June 2009
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volatility
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forecast combination
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GMM
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GARCH
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