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scientific article; zbMATH DE number 862327
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| 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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0.7992274761199951
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0.7966125011444092
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