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Semiparametric multivariate GARCH models
Hafner, Christian M.
;
Rombouts, Jeroen V. K.
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2003
Persistent link: https://www.econbiz.de/10001790716
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Estimation of temporally aggregated multivariate GARCH models
Hafner, Christian M.
;
Rombouts, Jeroen V. K.
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2003
Persistent link: https://www.econbiz.de/10001876196
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