LOCAL ESTIMATION OF DYNAMIC COPULA MODELS (Q3564992): Difference between revisions
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Revision as of 12:49, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | LOCAL ESTIMATION OF DYNAMIC COPULA MODELS |
scientific article |
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LOCAL ESTIMATION OF DYNAMIC COPULA MODELS (English)
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27 May 2010
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copulas
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local maximum likelihood estimation
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GARCH models
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value-at-risk
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