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3. Simulated densities of plug-in asymptotic IMSE optimal fixed bandwidths under the AR(1)-GARCH(1,1)-t model stochastic volatility-model, using initial exponential-cubic (hpar) and local pilot (h-pilot) estimators, for S = 10, 000 simulated time series and sample sizes T = {60, 120, 240} months. IMSE truncated at (0.025,0.975)-unconditional quantiles;Figure
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