Semi-parametric estimation and forecasting for exogenous log-GARCH models (Q285838)
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scientific article; zbMATH DE number 6582734
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semi-parametric estimation and forecasting for exogenous log-GARCH models |
scientific article; zbMATH DE number 6582734 |
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Semi-parametric estimation and forecasting for exogenous log-GARCH models (English)
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19 May 2016
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financial volatility
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log-GARCH
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exogenous variable
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semiparametric regression
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spline
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quasi-likelihood estimation
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