Combining estimating functions for volatility (Q999000)

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scientific article; zbMATH DE number 5500811
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English
Combining estimating functions for volatility
scientific article; zbMATH DE number 5500811

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    Combining estimating functions for volatility (English)
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    30 January 2009
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    AR-GARCH
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    RCA
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    volatility
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    combined estimating function
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    autoregressive processes
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