Cointegration models with non Gaussian GARCH innovations (Q1640655)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cointegration models with non Gaussian GARCH innovations |
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Cointegration models with non Gaussian GARCH innovations (English)
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14 June 2018
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cointegration
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Fisher scoring algorithm
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generalised autoregressive conditional heterosedasticity
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volatility models
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bivariate cointegration model
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