Copula structured M4 processes with application to high-frequency financial data (Q308364)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Copula structured M4 processes with application to high-frequency financial data |
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Copula structured M4 processes with application to high-frequency financial data (English)
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6 September 2016
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time series
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sparse multivariate maxima of moving maxima model
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GMM estimator
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finance
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