Analytical score for multivariate GARCH models (Q1611369)
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scientific article; zbMATH DE number 1785714
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analytical score for multivariate GARCH models |
scientific article; zbMATH DE number 1785714 |
Statements
Analytical score for multivariate GARCH models (English)
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21 August 2002
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multivariate time series
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conditional heteroskedasticity
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maximum likelihood estimation
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