Method of moments estimation of GO-GARCH models (Q737949)
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scientific article; zbMATH DE number 6616569
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Method of moments estimation of GO-GARCH models |
scientific article; zbMATH DE number 6616569 |
Statements
Method of moments estimation of GO-GARCH models (English)
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12 August 2016
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multivariate GARCH
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factor models
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method of moments
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common principal components
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