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institution:"Universitat Pompeu Fabra / Departament d'Economia i Empresa"
subject:"Welt"
~institution:"Centre for Quantitative Economics & Computing"
~subject:"Stock market"
~type_genre:"Graue Literatur"
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Flexible multivariate GARCH modeling with an application to international stock markets
Ledoit, Olivier
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contributor
); …
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2001
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001625994
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Large and small sample information criteria for GARCH models based on the estimation of the Kullback-Leibler discrepancy
Brooks, Chris
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1997
Persistent link: https://www.econbiz.de/10000978781
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