"Self-weighted recursive estimation of GARCH models."

Radek Hendrych, Tomás Cipra (2018)

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DOI: 10.1080/03610918.2015.1053924

access: closed

type: Journal Article

metadata version: 2023-09-30

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Radek Hendrych, Tomás Cipra:
Self-weighted recursive estimation of GARCH models. Commun. Stat. Simul. Comput. 47(2): 315-328 (2018)

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