Modelling the Dynamic Dependence Structure in Multivariate Financial Time Series (Q3505329): Difference between revisions
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Revision as of 22:46, 15 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modelling the Dynamic Dependence Structure in Multivariate Financial Time Series |
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Modelling the Dynamic Dependence Structure in Multivariate Financial Time Series (English)
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18 June 2008
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copulas
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GARCH
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portfolio optimization
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