Joint modeling of cointegration and conditional heteroscedasticity with applications (Q816593)
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scientific article; zbMATH DE number 5010506
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| English | Joint modeling of cointegration and conditional heteroscedasticity with applications |
scientific article; zbMATH DE number 5010506 |
Statements
Joint modeling of cointegration and conditional heteroscedasticity with applications (English)
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9 March 2006
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partially nonstationary
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vector AR-GARCH model
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tables
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0.8177117109298706
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0.7992620468139648
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0.7907512784004211
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0.787492573261261
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0.7865529656410217
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