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Publication:3374316
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zbMath1082.62104MaRDI QIDQ3374316

Sangjoon Kim, Siddhartha Chib, Neil Shephard

Publication date: 9 March 2006


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.


Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Numerical analysis or methods applied to Markov chains (65C40)


Related Items (2)

GMM and QML asymptotic standard deviations in stochastic volatility models: Comments on Ruiz (1994) ⋮ Box–Cox realized asymmetric stochastic volatility models with generalized Student'st-error distributions







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