Dynamic conditional eigenvalue GARCH (Q6090564)
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scientific article; zbMATH DE number 7767716
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic conditional eigenvalue GARCH |
scientific article; zbMATH DE number 7767716 |
Statements
Dynamic conditional eigenvalue GARCH (English)
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17 November 2023
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multivariate GARCH
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go-GARCH
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reduced rank
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asymptotic theory
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