Nonlinear recursive estimation of volatility via estimating functions (Q643388)
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scientific article; zbMATH DE number 5965588
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonlinear recursive estimation of volatility via estimating functions |
scientific article; zbMATH DE number 5965588 |
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Nonlinear recursive estimation of volatility via estimating functions (English)
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28 October 2011
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estimating functions
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GARCH
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RCA
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recursive estimation
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nonlinear time series
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