Preliminary Experiments with On-Line Adaptive GARCH Models

author: Miguel Lazaro Gredilla, Department of Signal Theory and Communications, Carlos III University of Madrid
published: Feb. 25, 2007,   recorded: October 2006,   views: 9281
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Reviews and comments:

Comment1 Mahdi Teimouri, September 16, 2008 at 12:11 p.m.:

My Dear it was very good.
Thereby, I need you video lecture.
Would you be willing give me some hands by sending your Lecture to me?
Kind regards.
Mahdi.
-----------------------------
E-mail:teimoori@aliabadiau.ac.ir
with the departmet of Mathematics and Statistics


Comment2 Edward Bullister, February 25, 2010 at 2:03 p.m.:

Typographical error in definition of basic equation may cause confusion.

Last eqaution on P. 6 defines the Generic GARCH model. In second and third terms, subscripts are both shown as:

t-1

They should be t-i and t-j , respectively.


Comment3 komeil khanarinejad, November 29, 2010 at 7:05 a.m.:

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Analysis of Time Series to my gmail.

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