On a multivariate conditional heteroscedastic model (Q4364848)
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scientific article; zbMATH DE number 1088702
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a multivariate conditional heteroscedastic model |
scientific article; zbMATH DE number 1088702 |
Statements
On a multivariate conditional heteroscedastic model (English)
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9 March 1998
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causality in volatility
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conditional heteroscedastic ARMA model
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random coefficient model
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volatility
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