No label defined (Q5493537)
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scientific article; zbMATH DE number 5066256
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 5066256 |
Statements
23 October 2006
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temporal dependence
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Kendall's tau
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tail dependence
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high-frequency asset returns
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GARCH process
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autocorrelation function
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ACF
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distributional dependence
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