Graphical copula GARCH modeling with dynamic conditional dependence

Fuente: arXiv

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Bibliographic Details
Main Authors:	Chan, Lupe Shun Hin, Chu, Amanda Man Ying, So, Mike Ka Pui
Format:	Preprint
Published:	2024
Subjects:	Methodology Applications Computation 62F15 G.3
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2406.15582