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Iteratively reweighted adaptive lasso for conditional heteroscedastic time series with applications to AR-ARCH type processes. Ziel arxiv.org/abs/1502.06557 #q-fin
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price_est2-pdf-000001
Iteratively reweighted adaptive lasso for conditional heteroscedastic time series with applications to AR-ARCH type processes. Ziel arxiv.org/abs/1502.06557 #q-fin
10
views
0
faves
0
comments
Uploaded on June 1, 2016