New approaches of the DCC-GARCH residual: Application to foreign exchange rates

Fuente: arXiv

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Bibliographic Details
Main Authors:	Shiraya, Kenichiro, Suzuki, Kanji, Yamakami, Tomohisa
Format:	Preprint
Published:	2024
Subjects:	Statistical Finance
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2411.08246