Preliminary Experiments with On-Line Adaptive GARCH Models
author: Miguel Lazaro Gredilla,
Department of Signal Theory and Communications, Carlos III University of Madrid
published: Feb. 25, 2007, recorded: October 2006, views: 9281
published: Feb. 25, 2007, recorded: October 2006, views: 9281
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Reviews and comments:
My Dear it was very good.
Thereby, I need you video lecture.
Would you be willing give me some hands by sending your Lecture to me?
Kind regards.
Mahdi.
-----------------------------
E-mail:[email protected]
with the departmet of Mathematics and Statistics
Typographical error in definition of basic equation may cause confusion.
Last eqaution on P. 6 defines the Generic GARCH model. In second and third terms, subscripts are both shown as:
t-1
They should be t-i and t-j , respectively.
Hello
Thanks because of this useful site.
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Analysis of Time Series to my gmail.
with the best wishes
komeil khanarinejad
M.A. agricultural econonics student
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