Sequential conditional correlations: inference and evaluation (Q2630121): Difference between revisions

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Revision as of 20:33, 19 March 2024

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Sequential conditional correlations: inference and evaluation
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    Sequential conditional correlations: inference and evaluation (English)
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    25 July 2016
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    multivariate GARCH
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    high-dimensional GARCH models
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    conditional correlations
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    sequential estimation
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