Conditional variance estimation in heteroscedastic regression models (Q958779)
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scientific article; zbMATH DE number 5379288
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Conditional variance estimation in heteroscedastic regression models |
scientific article; zbMATH DE number 5379288 |
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Conditional variance estimation in heteroscedastic regression models (English)
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8 December 2008
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conditional variance
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local likelihood estimation
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local linear estimation
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log-transformation
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variance reduction
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volatility
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