Calibration of GARCH models using concurrent accelerated...

Applied Mathematics and Computation 2013 / 09 Vol. 221

Calibration of GARCH models using concurrent accelerated random search

Müller, Juliane, Kanniainen, Juho, Piché, Robert
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Volume:
221
Language:
english
Journal:
Applied Mathematics and Computation
DOI:
10.1016/j.amc.2013.07.002
Date:
September, 2013
File:
PDF, 545 KB
english, 2013
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