Multivariate Stochastic Variance Models (Q4301276)
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scientific article; zbMATH DE number 609734
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate Stochastic Variance Models |
scientific article; zbMATH DE number 609734 |
Statements
Multivariate Stochastic Variance Models (English)
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21 July 1994
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volatility
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autoregressive conditional heteroscedasticity
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finance theory
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