Testing for multivariate autoregressive conditional heteroskedasticity using wavelets (Q1010560)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for multivariate autoregressive conditional heteroskedasticity using wavelets |
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Testing for multivariate autoregressive conditional heteroskedasticity using wavelets (English)
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6 April 2009
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wavelet spectrum estimator
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kernel spectrum estimator
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autoregressive conditional heteroskedasticity
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multivariate time series
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