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The constant conditional correlation GARCH model is probably the most frequently applied multivariate GARCH model. In … first and the second-order constant conditional correlation GARCH model. The usefulness of the theoretical results of the … correlation GARCH model. -- Autoregressive conditional heteroskedasticity ; moment structure of GARCH ; multivariate conditional …
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-varying whereas the correlation remain constant over time. Under the parameterized alternative hypothesis the variance may change …
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William J. Baumol is the 2003 winner of the International Award for Entrepreneurship and Small Business Research. Throughout his career Baumol has urged the profession to pay attention to the instrumental role of entrepreneurship in economic renewal and growth. At the same time he has insisted...
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We performed a cross-sectional, "bottom-up" observational study of resource consumption and quality of life of patients with multiple sclerosis (MS) in the United Kingdom. Three centers participated in the study. Patients received a questionnaire either by mail or during a clinic visit, and a...
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