Asymptotic distribution of the cointegrating vector estimator in error correction models with conditional heteroskedasticity (Q278492)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic distribution of the cointegrating vector estimator in error correction models with conditional heteroskedasticity |
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Asymptotic distribution of the cointegrating vector estimator in error correction models with conditional heteroskedasticity (English)
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2 May 2016
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cointegrating vector
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efficiency gain
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multivariate GARCH
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