Efficient estimation of copula-GARCH models (Q961423)

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Efficient estimation of copula-GARCH models
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    Statements

    title
    Efficient estimation of copula-GARCH models (English)
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    author
    Yan Liu
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    Richard Luger
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    publication date
    30 March 2010
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    Identifiers

    Mathematics Subject Classification ID
    62-08
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    62M10
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    62P20
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    zbMATH DE Number
    5687926
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