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.
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:


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

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

Thanks because of this useful site.
would you please send video file of
Analysis of Time Series to my gmail.

with the best wishes
komeil khanarinejad
M.A. agricultural econonics student

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