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Time series analysis / Stochastic processes / Covariance and correlation / Stochastic volatility / Autoregressive conditional heteroskedasticity / Multivariate normal distribution / Markov chain / Gaussian process / Volatility / Statistics / Mathematical finance / Econometrics
Date: 2013-01-15 17:38:31
Time series analysis
Stochastic processes
Covariance and correlation
Stochastic volatility
Autoregressive conditional heteroskedasticity
Multivariate normal distribution
Markov chain
Gaussian process
Volatility
Statistics
Mathematical finance
Econometrics

Dynamic Correlations in Symmetric Multivariate SV Models

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