Copula-based vector autoregressive modeling for volatility index data (Q6879686)
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scientific article; zbMATH DE number 8140441
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Copula-based vector autoregressive modeling for volatility index data |
scientific article; zbMATH DE number 8140441 |
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Copula-based vector autoregressive modeling for volatility index data (English)
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29 December 2025
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multivariate time series
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vector autoregressive model
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copula and mixture-copula
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volatility index data
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maximum likelihood estimation
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