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Modelling the riskiness in country risk ratings
Hoti, Suhejla, (2005)
Structure and Asymptotic Theory for Multivariate Asymmetric Conditional Volatility
McAleer, Michael, (2009)
"Structure and Asymptotic Theory for Multivariate Asymmetric Volatility: Empirical Evidence for Country Risk Ratings"
Hoti, Suhejla, (2003)