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person:"Li, Qi"
~person:"Teräsvirta, Timo"
~subject:"Multivariate analysis"
~type:"book"
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Li, Qi
Teräsvirta, Timo
Härdle, Wolfgang
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Shephard, Neil G.
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A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
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Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
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2022
Persistent link: https://www.econbiz.de/10012816369
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Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
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Silvennoinen, Annastiina
; …
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2021
Persistent link: https://www.econbiz.de/10012815962
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Thresholds and smooth transitions in vector autoregressive models
Hubrich, Kirstin
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Teräsvirta, Timo
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2013
Persistent link: https://www.econbiz.de/10009751844
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