A long-run pure variance common features model for the common volatilities of the Dow Jones (Q291621)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A long-run pure variance common features model for the common volatilities of the Dow Jones |
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A long-run pure variance common features model for the common volatilities of the Dow Jones (English)
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10 June 2016
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common features
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pure variance common features
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factor models
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factor ARCH
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canonical correlations
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reduced rank regression
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