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Latest revision as of 02:17, 12 July 2024

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Testing multivariate distributions in GARCH models
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    Testing multivariate distributions in GARCH models (English)
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    6 June 2016
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    K-transformation
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    Brownian motion
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    distribution-free tests
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    multivariate normality
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    multivariate \(t\)
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    GARCH
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