Copula multivariate GARCH model with constrained Hamiltonian Monte Carlo (Q2178935)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Copula multivariate GARCH model with constrained Hamiltonian Monte Carlo |
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Copula multivariate GARCH model with constrained Hamiltonian Monte Carlo (English)
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12 May 2020
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dynamic conditional volatility
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varying correlation model
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Markov chain Monte Carlo
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