Modelling and forecasting multivariate realized volatility
Year of publication: |
2011
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Authors: | Chiriac, Roxana ; Voev, Valeri |
Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 6339414. - Vol. 26.2011, 6, p. 922-948
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