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Project description

Simulation and Estimation of ARCH, GARCH, TARCH, EGARCH, APARCH model with different conditional means (AR, MA, ARMA, Var In Mean, St Deviation in Mean, multiple linear regression) and different types of conditional distributions.

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Registered: 2009-04-23 12:22
Activity Ranking: 0
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Vienna University of Economics and Business University of Wisconsin - Madison Powered By FusionForge