Semiparametric score driven volatility models (Q1659100)
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scientific article; zbMATH DE number 6918323
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semiparametric score driven volatility models |
scientific article; zbMATH DE number 6918323 |
Statements
Semiparametric score driven volatility models (English)
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15 August 2018
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time-varying volatility
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generalized autoregressive score model
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observation driven models
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kernel density estimation
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