Orthogonal GARCH and covariance matrix forecasting: The Nordic stock markets during the Asian financial crisis 1997-1998
| Year of publication: |
2004
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|---|---|
| Authors: | Byström, Hans |
| Published in: |
The European journal of finance. - London : Routledge, ISSN 1351-847X, ZDB-ID 12824124. - Vol. 10.2004, 1, p. 44-67
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