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Audrino, Francesco
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Barone-Adesi, Giovanni
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Journal of forecasting
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
21
Economics Working Paper Series / School of Economics and Political Science, Universität St. Gallen
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University of St. Gallen Department of Economics working paper series 2007
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Discussion paper / University of St. Gallen, Department of Economics
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University of St. Gallen Department of Economics working paper series 2008
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University of St. Gallen Department of Economics working paper series 2009
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Average conditional correlation and tree structures for multivariate GARCH models
Audrino, Francesco
;
Barone-Adesi, Giovanni
- In:
Journal of forecasting
25
(
2006
)
8
,
pp. 579-600
Persistent link: https://www.econbiz.de/10003402058
Saved in:
2
Average conditional correlation and tree structures for multivariate GARCH models
Audrino, Francesco
;
Barone-Adesi, Giovanni
- In:
Journal of forecasting
25
(
2006
)
8
,
pp. 579
Persistent link: https://www.econbiz.de/10007393853
Saved in:
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