A scalar dynamic conditional correlation model: structure and estimation (Q1989915)
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scientific article; zbMATH DE number 6967369
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A scalar dynamic conditional correlation model: structure and estimation |
scientific article; zbMATH DE number 6967369 |
Statements
A scalar dynamic conditional correlation model: structure and estimation (English)
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29 October 2018
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dynamic conditional correlation
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stationarity
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ergodicity
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consistency
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asymptotic normality
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