Independent Factor Autoregressive Conditional Density Model (Q5863555)
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scientific article; zbMATH DE number 7536042
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Independent Factor Autoregressive Conditional Density Model |
scientific article; zbMATH DE number 7536042 |
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Independent Factor Autoregressive Conditional Density Model (English)
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3 June 2022
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GO-GARCH
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independent factor model
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independent component analysis
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time-varying co-moments
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