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144
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ICANN
2007
Springer
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Neural Networks
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ICANN 2007
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GARCH Processes with Non-parametric Innovations for Market Risk Estimation
15 years 4 months ago
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arantxa.ii.uam.es
Abstract. A procedure to estimate the parameters of GARCH processes with non-parametric innovations is proposed. We also design an improved technique to estimate the density of hea...
José Miguel Hernández-Lobato, Daniel...
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