The conditional autoregressive Wishart model for multivariate stock market volatility (Q738147)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The conditional autoregressive Wishart model for multivariate stock market volatility |
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The conditional autoregressive Wishart model for multivariate stock market volatility (English)
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15 August 2016
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component volatility models
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covariance matrix
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mixed data sampling
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observation-driven models
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realized volatility
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