A Generalized Dynamic Conditional Correlation Model: Simulation and Application to Many Assets (Q3182774)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Generalized Dynamic Conditional Correlation Model: Simulation and Application to Many Assets |
scientific article |
Statements
A Generalized Dynamic Conditional Correlation Model: Simulation and Application to Many Assets (English)
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16 October 2009
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dynamic conditional correlation
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multivariate GARCH
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