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scientific article; zbMATH DE number 5260102
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 5260102 |
Statements
4 April 2008
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higher moments
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multivariate GARCHSK model
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Gram-Charlier series expansion
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independent component analysis
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time-varying risk
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