Threshold network GARCH model (Q6636846)
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scientific article; zbMATH DE number 7942721
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Threshold network GARCH model |
scientific article; zbMATH DE number 7942721 |
Statements
Threshold network GARCH model (English)
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12 November 2024
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heteroscedasticity
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high-dimensional time series
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threshold GARCH
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multi-variate GARCH
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network structure
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random field
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