Simplified specifications of a multivariate generalized autoregressive conditional heteroscedasticity model (Q1037795)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simplified specifications of a multivariate generalized autoregressive conditional heteroscedasticity model |
scientific article |
Statements
Simplified specifications of a multivariate generalized autoregressive conditional heteroscedasticity model (English)
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16 November 2009
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dynamic correlation
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finance
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multivariate GARCH models
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volatility
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