A time varying \(\mathrm{GARCH}(p,q)\) model and related statistical inference (Q2637362)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A time varying \(\mathrm{GARCH}(p,q)\) model and related statistical inference |
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A time varying \(\mathrm{GARCH}(p,q)\) model and related statistical inference (English)
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11 February 2014
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local polynomial estimation
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time varying GARCH
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volatility modeling
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weighted bootstrap
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