Copula-based multivariate GARCH model with uncorrelated dependent errors (Q302191): Difference between revisions
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English | Copula-based multivariate GARCH model with uncorrelated dependent errors |
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Copula-based multivariate GARCH model with uncorrelated dependent errors (English)
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4 July 2016
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copula
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density forecast
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MGARCH
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non-normal multivariate distribution
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uncorrelated dependent errors
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