Numerical optimization of the likelihood function based on Kalman filter in the GARCH models
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| Date: | 2022 |
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| Main Author: | |
| Format: | Article |
| Language: | English |
| Published: |
2022
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| Series: | Mathematical Modeling and Computing |
| Online Access: | http://jnas.nbuv.gov.ua/article/UJRN-0001373429 |
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| Journal Title: | Library portal of National Academy of Sciences of Ukraine | LibNAS |