Variance clustering improved dynamic conditional correlation MGARCH estimators (Q1623552): Difference between revisions
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Revision as of 22:45, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variance clustering improved dynamic conditional correlation MGARCH estimators |
scientific article |
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Variance clustering improved dynamic conditional correlation MGARCH estimators (English)
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23 November 2018
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dynamic conditional correlations
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time series clustering
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multivariate GARCH
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composite likelihood
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