Heteroscedastic modelling via the autoregressive conditional variance subspace (Q2925554)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Heteroscedastic modelling via the autoregressive conditional variance subspace |
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Heteroscedastic modelling via the autoregressive conditional variance subspace (English)
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16 October 2014
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autoregressive central variance subspace
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autoregressive conditional heteroscedasticity
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financial time series
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kernel method
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modified information criterion
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