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type_genre:"Arbeitspapier"
type_genre:"Non-commercial literature"
~isPartOf:"CORE discussion paper : DP"
~subject:"ARCH model"
~type_genre:"Aufsatz im Buch"
~type_genre:"Konferenzschrift"
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Semiparametric multivariate GARCH models
Hafner, Christian M.
;
Rombouts, Jeroen V. K.
-
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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3
A new class of multivariate skew densities, with application to GARCH models
Bauwens, Luc
;
Laurent, Sébastien
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2002
Persistent link: https://www.econbiz.de/10001672395
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