Non-Gaussian VARMA model with stochastic volatility and applications in stock market bubbles (Q2212816)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non-Gaussian VARMA model with stochastic volatility and applications in stock market bubbles |
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Non-Gaussian VARMA model with stochastic volatility and applications in stock market bubbles (English)
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25 November 2020
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non-Gaussian
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stochastic volatility
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vector autoregressive moving average
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stock market bubble
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