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type_genre:"Non-commercial literature"
subject:"Volatility"
~type_genre:"Forschungsbericht"
~institution:"Erasmus Research Institute of Management"
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Modeling the conditional covariance between stock and bond returns : a multivariate GARCH approach
Goeij, Peter de
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001639402
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A range-based multivariate model for exchange rate volatility
Tims, Ben
(
contributor
);
Mahieu, Ronald J.
(
contributor
)
-
2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001765941
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