Combining estimating functions for volatility (Q999000)
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scientific article; zbMATH DE number 5500811
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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