Nonlinearities and regimes in conditional correlations with different dynamics (Q2190236)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonlinearities and regimes in conditional correlations with different dynamics |
scientific article |
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Nonlinearities and regimes in conditional correlations with different dynamics (English)
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18 June 2020
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dynamic conditional correlations
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regime-switching dynamic correlations
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Hadamard exponential matrix
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