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accessRights:"free"
type_genre:"Working Paper"
~isPartOf:"CREATES research paper"
~person:"Kang, Jian"
~subject:"Volatilität"
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A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
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2022
Persistent link: https://www.econbiz.de/10012816369
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