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subject:"Time series analysis"
person:"Koopman, Siem Jan"
~subject:"Estimation"
~isPartOf:"Journal of financial econometrics"
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Time series analysis
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Koopman, Siem Jan
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Realized Wishart-GARCH : a score-driven multi-asset volatility model
Gorgi, P.
;
Hansen, Peter Reinhard
;
Janus, Paweł
; …
- In:
Journal of financial econometrics
17
(
2019
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012054424
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