Linear time-varying regression with copula-DCC-GARCH models for volatility (Q1670220)
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scientific article; zbMATH DE number 6932050
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear time-varying regression with copula-DCC-GARCH models for volatility |
scientific article; zbMATH DE number 6932050 |
Statements
Linear time-varying regression with copula-DCC-GARCH models for volatility (English)
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5 September 2018
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volatility
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time-varying parameter
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copula
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GARCH
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forecasting
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0.8850232
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0.8806302
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0.8767152
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0.8762506
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0.8736196
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0.87239635
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0.87232876
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0.8715583
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