Weighted scatter estimation method of the GO-GARCH models (Q2930903)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weighted scatter estimation method of the GO-GARCH models |
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Weighted scatter estimation method of the GO-GARCH models (English)
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20 November 2014
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multivariate volatility process
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extended GARCH model
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principal component analysis
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influence function
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singular value decomposition
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time series
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