Ai algorithms for fitting GARCH parameters to empirical financial data (Q2162984)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ai algorithms for fitting GARCH parameters to empirical financial data |
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Ai algorithms for fitting GARCH parameters to empirical financial data (English)
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9 August 2022
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empirical data
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artificial neural networks
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heteroskedasticity
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autocovariance
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GARCH
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