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Misspecification and Domain Issues in Fitting Garch(1, 1) Models: A Monte Carlo Investigation.
Fabio Bellini
Leonardo Bottolo
Published in:
Commun. Stat. Simul. Comput. (2009)
Keyphrases
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monte carlo
markov chain
monte carlo simulation
monte carlo tree search
importance sampling
particle filter
garch model
conditional density estimation
monte carlo methods
point processes
markovian decision
learning algorithm
quasi monte carlo
temporal difference
adaptive sampling
least squares
feature extraction