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5by Shimizu, KenichiTable of Contents: “…Bootstrap Does not Always Work -- Parametric AR(p)-ARCH(q) Models -- Parametric ARMA(p, q)- GARCH(r…”
Published 2010
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9Published 2012Table of Contents: “… and regime-switching GARCH models -- Forecasting high dimensional covariance matrices -- Mean, volatility…”
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15by Ardia, DavidTable of Contents: “…Bayesian Statistics and MCMC Methods -- Bayesian Estimation of the GARCH(1, 1) Model with Normal…”
Published 2008
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