Sequential conditional correlations: inference and evaluation (Q2630121): Difference between revisions
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Revision as of 07:55, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sequential conditional correlations: inference and evaluation |
scientific article |
Statements
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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