Diagnostic checking of the vector multiplicative error model (Q1660140): Difference between revisions

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Latest revision as of 08:20, 16 July 2024

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Diagnostic checking of the vector multiplicative error model
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    Diagnostic checking of the vector multiplicative error model (English)
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    15 August 2018
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    multivariate portmanteau test
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    autoregressive conditional duration
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    GARCH model
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    realized volatility
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