Copula-based multivariate GARCH model with uncorrelated dependent errors (Q302191): Difference between revisions

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Latest revision as of 06:05, 12 July 2024

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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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