A scalar dynamic conditional correlation model: structure and estimation (Q1989915): Difference between revisions

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Revision as of 20:44, 19 March 2024

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A scalar dynamic conditional correlation model: structure and estimation
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    A scalar dynamic conditional correlation model: structure and estimation (English)
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    29 October 2018
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    dynamic conditional correlation
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    stationarity
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    ergodicity
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    consistency
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    asymptotic normality
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