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    ICANN
    2007
    Springer
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    GARCH Processes with Non-parametric Innovations for Market Risk Estimation
    14 years 1 months ago
    GARCH Processes with Non-parametric Innovations for Market Risk Estimation
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    Abstract. A procedure to estimate the parameters of GARCH processes with non-parametric innovations is proposed. We also design an improved technique to estimate the density of hea...
    José Miguel Hernández-Lobato, Daniel...
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