Testing for multivariate volatility functions using minimum volume sets and inverse regression (Q299269)
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scientific article; zbMATH DE number 6596551
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| English | Testing for multivariate volatility functions using minimum volume sets and inverse regression |
scientific article; zbMATH DE number 6596551 |
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Testing for multivariate volatility functions using minimum volume sets and inverse regression (English)
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22 June 2016
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Brownian bridge
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empirical process
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ARCH models
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heteroscedasticity
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integral stochastic order
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level set
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smiling effect
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0.79863041639328
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0.7739998698234558
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0.7737544775009155
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0.7607568502426147
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0.7585111856460571
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