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scientific article; zbMATH DE number 6811482
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 6811482 |
Statements
22 November 2017
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high dimension dynamic correlations
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economic time-series models
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dynamic conditional correlation (DCC)
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estimation method
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MacGyver method
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