Autoregressive Conditional Density Estimation (Q4319212)

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scientific article; zbMATH DE number 709804
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Autoregressive Conditional Density Estimation
scientific article; zbMATH DE number 709804

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    Autoregressive Conditional Density Estimation (English)
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    1 March 1995
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    Student's t distribution
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    skewed Student t conditional distribution
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    ARCH model
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    parametric specifications for conditional dependence
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    conditional density
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