"Adaptive Filtering for GARCH Models."

Paul E. Lynch, Nigel M. Allinson (2002)

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DOI: 10.1007/3-540-45675-9_62

access: closed

type: Conference or Workshop Paper

metadata version: 2017-06-04

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Paul E. Lynch, Nigel M. Allinson:
Adaptive Filtering for GARCH Models. IDEAL 2002: 416-422

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