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person:"Engle, Robert F."
type:"book"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Kline, Patrick"
~subject:"ARCH-Modell"
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Theoretical and empirical properties of dynamic conditional correlation multivariate GARCH
Engle, Robert F.
;
Sheppard, Kevin
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2001
Persistent link: https://www.econbiz.de/10001620854
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