A multivariate threshold GARCH model (Q4900923)
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scientific article; zbMATH DE number 6129395
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| English | A multivariate threshold GARCH model |
scientific article; zbMATH DE number 6129395 |
Statements
24 January 2013
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strict stationarity
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ergodicity
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maximum-likelihood estimation
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0.846401035785675
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0.8421800136566162
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0.8396315574645996
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0.8374403715133667
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