On the univariate representation of BEKK models with common factors (Q1695673)
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scientific article; zbMATH DE number 6835920
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the univariate representation of BEKK models with common factors |
scientific article; zbMATH DE number 6835920 |
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On the univariate representation of BEKK models with common factors (English)
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7 February 2018
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common GARCH
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factor models
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BEKK
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final equations
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