A Multivariate Threshold Varying Conditional Correlations Model (Q3404109)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Multivariate Threshold Varying Conditional Correlations Model |
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A Multivariate Threshold Varying Conditional Correlations Model (English)
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5 February 2010
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conditional correlation
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multivariate TVCC model
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threshold
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volatility
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