Asymmetric multivariate normal mixture GARCH
Copyright policy )Asymmetric multivariate normal mixture GARCH
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- Ifo Institute for Economic Research Germany
- Ludwig-Maximilians-Universität München Germany
- Leibniz Association Germany
- Goethe University Frankfurt Germany
- University of Zurich Switzerland
Applications of statistics to actuarial sciences and financial mathematics, 330, ARCH-Modell, 10003 Department of Finance, Conditional Volatility, Finite Normal Mixtures, C51, Kapitalertrag, 2604 Applied Mathematics, Value at Risk, G10, Multivariate Analyse, G11, 2613 Statistics and Probability, Conditional Volatility,Finite Normal Mixtures,Multivariate GARCH,Leverage Effect, C32, Leverage Effect, USA, Statistical methods; risk measures, ddc:330, Börsenkurs, Volatilität, 330 Economics, GARCH-Prozess, Time series, auto-correlation, regression, etc. in statistics (GARCH), Multivariate GARCH, Computational methods for problems pertaining to statistics, 2605 Computational Mathematics, Theorie, 1703 Computational Theory and Mathematics, Schätzung, ddc: ddc:330, jel: jel:C51, jel: jel:C32, jel: jel:G10, jel: jel:G11
Applications of statistics to actuarial sciences and financial mathematics, 330, ARCH-Modell, 10003 Department of Finance, Conditional Volatility, Finite Normal Mixtures, C51, Kapitalertrag, 2604 Applied Mathematics, Value at Risk, G10, Multivariate Analyse, G11, 2613 Statistics and Probability, Conditional Volatility,Finite Normal Mixtures,Multivariate GARCH,Leverage Effect, C32, Leverage Effect, USA, Statistical methods; risk measures, ddc:330, Börsenkurs, Volatilität, 330 Economics, GARCH-Prozess, Time series, auto-correlation, regression, etc. in statistics (GARCH), Multivariate GARCH, Computational methods for problems pertaining to statistics, 2605 Computational Mathematics, Theorie, 1703 Computational Theory and Mathematics, Schätzung, ddc: ddc:330, jel: jel:C51, jel: jel:C32, jel: jel:G10, jel: jel:G11
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