{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,11,11]],"date-time":"2025-11-11T13:10:49Z","timestamp":1762866649086,"version":"3.37.3"},"reference-count":16,"publisher":"Informa UK Limited","issue":"2","funder":[{"DOI":"10.13039\/501100001824","name":"Grantov\u00e1 Agentura \u010cesk\u00e9 Republiky","doi-asserted-by":"publisher","award":["GA P402\/12\/G097"],"award-info":[{"award-number":["GA P402\/12\/G097"]}],"id":[{"id":"10.13039\/501100001824","id-type":"DOI","asserted-by":"publisher"}]}],"content-domain":{"domain":["www.tandfonline.com"],"crossmark-restriction":true},"short-container-title":["Communications in Statistics - Simulation and Computation"],"published-print":{"date-parts":[[2018,2,7]]},"DOI":"10.1080\/03610918.2015.1053924","type":"journal-article","created":{"date-parts":[[2015,6,24]],"date-time":"2015-06-24T12:32:56Z","timestamp":1435149176000},"page":"315-328","update-policy":"https:\/\/doi.org\/10.1080\/tandf_crossmark_01","source":"Crossref","is-referenced-by-count":5,"title":["Self-weighted recursive estimation of GARCH models"],"prefix":"10.1080","volume":"47","author":[{"given":"Radek","family":"Hendrych","sequence":"first","affiliation":[{"name":"Department of Probability and Mathematical Statistics, Faculty of Mathematics and Physics, Charles University, Prague, Czech Republic"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Tom\u00e1\u0161","family":"Cipra","sequence":"additional","affiliation":[{"name":"Department of Probability and Mathematical Statistics, Faculty of Mathematics and Physics, Charles University, Prague, Czech Republic"}],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"301","published-online":{"date-parts":[[2017,12,18]]},"reference":[{"key":"cit0001","first-page":"925","volume":"35","author":"Aknouche A.","journal-title":"2006"},{"key":"cit0002","first-page":"307","volume":"31","author":"Bollerslev T.","journal-title":"1986"},{"key":"cit0003","first-page":"127","volume":"24","author":"Bose A.","journal-title":"2003"},{"volume-title":"2013","author":"EViews","key":"cit0004"},{"volume-title":"2005","author":"Fan J.","key":"cit0005"},{"volume-title":"2011","author":"Franke J.","key":"cit0006"},{"key":"cit0007","first-page":"223","volume":"200","author":"Gerencs\u00e9r L.","journal-title":"2012"},{"journal-title":"2010","author":"Gerencs\u00e9r L.","key":"cit0008"},{"journal-title":"2014","author":"Hendrych R.","key":"cit0009"},{"journal-title":"2000","author":"Kierkegaard J.","key":"cit0010"},{"volume-title":"1999","author":"Ljung L.","key":"cit0011"},{"volume-title":"1983","author":"Ljung L.","key":"cit0012"},{"volume-title":"2011","author":"Orlovits Z.","key":"cit0013"},{"volume-title":"1989","author":"S\u00f6derstr\u00f6m T.","key":"cit0014"},{"volume-title":"2013","author":"Trapletti A.","key":"cit0015"},{"volume-title":"2013","author":"Tsay R. S.","key":"cit0016"}],"container-title":["Communications in Statistics - Simulation and Computation"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.tandfonline.com\/doi\/pdf\/10.1080\/03610918.2015.1053924","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2018,2,1]],"date-time":"2018-02-01T08:02:27Z","timestamp":1517472147000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.tandfonline.com\/doi\/full\/10.1080\/03610918.2015.1053924"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2017,12,18]]},"references-count":16,"journal-issue":{"issue":"2","published-online":{"date-parts":[[2018,1,29]]},"published-print":{"date-parts":[[2018,2,7]]}},"alternative-id":["10.1080\/03610918.2015.1053924"],"URL":"https:\/\/doi.org\/10.1080\/03610918.2015.1053924","relation":{},"ISSN":["0361-0918","1532-4141"],"issn-type":[{"type":"print","value":"0361-0918"},{"type":"electronic","value":"1532-4141"}],"subject":[],"published":{"date-parts":[[2017,12,18]]},"assertion":[{"value":"The publishing and review policy for this title is described in its Aims & Scope.","order":1,"name":"peerreview_statement","label":"Peer Review Statement"},{"value":"http:\/\/www.tandfonline.com\/action\/journalInformation?show=aimsScope&journalCode=lssp20","URL":"http:\/\/www.tandfonline.com\/action\/journalInformation?show=aimsScope&journalCode=lssp20","order":2,"name":"aims_and_scope_url","label":"Aim & Scope"}]}}