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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


Dynamic Correlations in Symmetric Multivariate SV Models
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Document Date: 2013-01-15 17:38:31

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File Size: 237,03 KB

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