Multi-variate stochastic volatility modelling using Wishart autoregressive processes (Q2930900)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multi-variate stochastic volatility modelling using Wishart autoregressive processes |
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Multi-variate stochastic volatility modelling using Wishart autoregressive processes (English)
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20 November 2014
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multi-variate volatility
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Wishart process
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financial time series
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covariance
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Bayesian forecasting
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