Multivariate rotated ARCH models (Q2512636)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate rotated ARCH models |
scientific article |
Statements
Multivariate rotated ARCH models (English)
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7 August 2014
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RARCH
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RBEKK
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RDCC
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multivariate volatility
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covariance targeting
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common persistence
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