scientific article; zbMATH DE number 5260102
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Publication:5453313
zbMath1174.91519MaRDI QIDQ5453313
Publication date: 4 April 2008
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
independent component analysishigher momentstime-varying riskGram-Charlier series expansionmultivariate GARCHSK model
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