GMC/GEL estimation of stochastic volatility models
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Publication:4607338
DOI10.1080/03610918.2016.1213282zbMath1385.62033OpenAlexW2519685215MaRDI QIDQ4607338
Luiz Koodi Hotta, Márcio Poletti Laurini
Publication date: 13 March 2018
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2016.1213282
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Economic time series analysis (91B84)
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