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PN-ISO 690:2012
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PL
EN
BibTeX
PN-ISO 690:2012
Chicago
Chicago (Author-Date)
Harvard
ACS
ACS (no art. title)
IEEE
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Journal
Central European Journal of Economic Modelling and Econometrics
2021
|
1
|
Article title
New Approach in Dealing with the Non-Negativity of the Conditional Variance in the Estimation of GARCH Model
Authors
Settar, Abdeljalil
,
Fatmi, Nadia Idrissi
,
Badaoui, Mohammed
Content
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Title variants
PL
New Approach in Dealing with the Non-Negativity of the Conditional Variance in the Estimation of GARCH Model
Languages of publication
EN
Abstracts
Keywords
EN
GARCH
Kalman filter
conditional variance
volatility
quasimaximum likelihood
PL
Nauki Humanistyczne i Społeczne
Publisher
Polska Akademia Nauk
Journal
Central European Journal of Economic Modelling and Econometrics
Year
2021
Issue
1
Physical description
Contributors
author
Settar, Abdeljalil
author
Fatmi, Nadia Idrissi
author
Badaoui, Mohammed
References
Document Type
Publication order reference
Identifiers
YADDA identifier
bwmeta1.element.oai-journals-pan-pl-119747
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