Testing for multivariate volatility functions using minimum volume sets and inverse regression (Q299269)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for multivariate volatility functions using minimum volume sets and inverse regression |
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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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