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~person:"Harvey, Andrew C."
~subject:"ARCH-Modell"
~type_genre:"Graue Literatur"
~type_genre:"Lehrbuch"
~type_genre:"Working Paper"
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ARCH-Modell
Multivariate Verteilung
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copula
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generalized autoregressive conditional heteroscedasticity
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generalized beta distribution of the second kind
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Harvey, Andrew C.
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Score-driven time series models
Harvey, Andrew C.
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2021
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