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Parameter estimates.
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Mgr. Vadim Omelčenko Ph.D.
External person at Faculty of Mathematics and Physics
2 publications
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publication
Parameter estimation of the stable GARCH(1,1) model
2009 |
Faculty of Mathematics and Physics
publication
Problems of Stochastic Optimisation under Uncertainty, Quantitative Methods, Simulations, Applications in Gas Storage Valuation
Publication without faculty affiliation
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