Linear time-varying regression with copula-DCC-GARCH models for volatility (Q1670220)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear time-varying regression with copula-DCC-GARCH models for volatility |
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Linear time-varying regression with copula-DCC-GARCH models for volatility (English)
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5 September 2018
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volatility
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time-varying parameter
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copula
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GARCH
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forecasting
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