Comparison of ARCH-GARCH and stochastic approaches for estimating volatility. Application to a small stock market

Fuente: Zenodo

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Bibliographic Details
Main Authors:	Abril, Juan Carlos, Abril, María de las Mercedes
Format:	Recurso digital
Language:	English
Published:	Zenodo 2025
Subjects:	Volatility ARCH-GARCH models State space models Kalman filterx Kalman filter Stochastic volatility Merval index
Online Access:	Acceder al recurso
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