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scientific article; zbMATH DE number 1821192
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| English | No label defined |
scientific article; zbMATH DE number 1821192 |
Statements
28 October 2002
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vector autoregression model
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cointegration
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multivariate GARCH
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long memory time series
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change-point detection
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extreme values distribution
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risk measurement
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0.9057828187942504
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0.8368029594421387
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