Inference for random coefficient volatility models (Q2231011)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inference for random coefficient volatility models |
scientific article |
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Inference for random coefficient volatility models (English)
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29 September 2021
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estimating functions
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nonlinear time series
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information
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RCA models
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GARCH models
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