Estimating stable latent factor models by indirect inference (Q1754526)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating stable latent factor models by indirect inference |
scientific article |
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Estimating stable latent factor models by indirect inference (English)
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31 May 2018
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symmetric multivariate \(\alpha\)-stable distribution
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latent factor models
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indirect inference
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multivariate Student's \(t\) distribution
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discrete spectral measures
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GARCH models
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