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scientific article; zbMATH DE number 862327
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 862327 |
Statements
1 July 1996
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Bayesian ARCH models
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autoregressive conditional heteroskedasdicity models
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Gibbs-importance algorithm
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independence chain
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volatility
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multivariate VAR-VARCH models
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