Recursive estimation of GARCH processes

Gerencsér, László and Orlovits, Zsanett and Torma, Balázs (2010) Recursive estimation of GARCH processes. In: 19th International symposium on mathematical theory of networks and systems. MTNS 2010. Budapest, 2010..

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Item Type: Conference or Workshop Item (Paper)
Subjects: Q Science > QA Mathematics and Computer Science > QA75 Electronic computers. Computer science / számítástechnika, számítógéptudomány
Depositing User: Eszter Nagy
Date Deposited: 11 Dec 2012 16:29
Last Modified: 11 Dec 2012 16:29
URI: http://eprints.sztaki.hu/id/eprint/6167

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