Influence of deterministic trend on the estimated parameters of GARCH(1,1) model (Q2918750)
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scientific article; zbMATH DE number 6092573
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Influence of deterministic trend on the estimated parameters of GARCH(1,1) model |
scientific article; zbMATH DE number 6092573 |
Statements
10 October 2012
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GARCH model
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Monte Carlo simulations
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artificial trends
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financial time series
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0.87225646
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0.8694649
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0.8628764
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0.86134684
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0.85939515
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0.8577585
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Influence of deterministic trend on the estimated parameters of GARCH(1,1) model (English)
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