On the parametrization of multivariate GARCH models (Q2886953)
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scientific article; zbMATH DE number 6035256
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| English | On the parametrization of multivariate GARCH models |
scientific article; zbMATH DE number 6035256 |
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14 May 2012
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0.93874264
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0.92181194
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0.91445243
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0.91371655
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0.91251796
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On the parametrization of multivariate GARCH models (English)
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