Deciding between GARCH and stochastic volatility via strong decision rules (Q1044073)
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scientific article; zbMATH DE number 5645035
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Deciding between GARCH and stochastic volatility via strong decision rules |
scientific article; zbMATH DE number 5645035 |
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Deciding between GARCH and stochastic volatility via strong decision rules (English)
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10 December 2009
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GARCH
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stochastic volatility
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model selection
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simulations
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