Copulas and long memory (Q1688925)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Copulas and long memory |
scientific article |
Statements
Copulas and long memory (English)
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12 January 2018
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long memory processes
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short memory processes
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copulas
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measures of dependence
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autocorrelations
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persistence
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volatility
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GARCH
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