On QML-estimation of multivariate constant conditional correlation hyperbolic GARCH models (Q6992084)
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scientific article; zbMATH DE number 8032114
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| English | On QML-estimation of multivariate constant conditional correlation hyperbolic GARCH models |
scientific article; zbMATH DE number 8032114 |
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On QML-estimation of multivariate constant conditional correlation hyperbolic GARCH models (English)
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28 April 2025
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HGARCH model
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multivariate long memory models
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strong consistency
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asymptotic normality
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