Portfolio Single Index (PSI) Multivariate Volatility Models

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$Autoregressive conditional heteroskedasticity / Stochastic volatility / Volatility / Markov chain / Normal distribution / Maximum likelihood / Markov switching multifractal / Statistics / Mathematical finance / Mathematical sciences$ Date: 2013-01-15 17:38:49 Autoregressive conditional heteroskedasticity Stochastic volatility Volatility Markov chain Normal distribution Maximum likelihood Markov switching multifractal Statistics Mathematical finance Mathematical sciences		Portfolio Single Index (PSI) Multivariate Volatility Models Add to Reading List Source URL: www.mssanz.org.au Download Document from Source Website File Size: 287,92 KB Share Document on Facebook