Matrix exponential GARCH (Q278044)

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Matrix exponential GARCH
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    title
    Matrix exponential GARCH (English)
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    author
    Hiroyuki Kawakatsu
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    publication date
    2 May 2016
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    zbMATH DE Number
    6575845
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    zbMATH Keywords
    multivarate GARCH
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    matrix exponential
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    non-nested tests
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    OpenAlex ID
    W2033559346
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