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Time series analysis / Autoregressive conditional heteroskedasticity / Data analysis / Covariance matrix / Normal distribution / Matrix / Covariance / Statistics / Covariance and correlation / Econometrics


Package Development in R: Implementing GO-GARCH models Dr. Bernhard Pfaff Invesco Asset Management Deutschland GmbH, Frankfurt am Main
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Document Date: 2012-07-05 15:38:17


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Bernhard Pfaff / /

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univariate GARCH model / e.g / /

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