A study on modeling the dynamics of statistically dependent returns (Q1782797)
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scientific article; zbMATH DE number 6939935
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A study on modeling the dynamics of statistically dependent returns |
scientific article; zbMATH DE number 6939935 |
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A study on modeling the dynamics of statistically dependent returns (English)
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20 September 2018
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scenario set
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heteroskedastic time series
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serial correlation
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statistical dependence
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multi-period portfolio
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