Efficient factor GARCH models and factor-DCC models (Q3182650)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient factor GARCH models and factor-DCC models |
scientific article |
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Efficient factor GARCH models and factor-DCC models (English)
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12 October 2009
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statistical learning theory
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statistical methods
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computational finance
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behavioural finance
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