Estimation and prediction of time-varying GARCH models through a state-space representation: a computational approach
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Publication:5106937
DOI10.1080/00949655.2017.1334778OpenAlexW2622900123MaRDI QIDQ5106937
Francisco J. Rodríguez-Cortés, Jean Paul Navarrete, Jorge Mateu, Guillermo P. Ferreira
Publication date: 22 April 2020
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2017.1334778
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