Lorenzo Orlando
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Answer 1 question that was unanswered for more than 30 days
Awarded to Lorenzo Orlando on 20 Jul 2017
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Awarded to Lorenzo Orlando on 20 Jul 2017
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How to interpret the outputs of DCC Multivariate GARCH
VCV is the correlation matrix of parameters, needed to calculate standard errors as sqrt(diag(VCV)).
meer dan 7 jaar ago | 0
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