Testing constancy of correlation and other specifications of the BGARCH model with an application to international equity returns
| Year of publication: |
2002
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|---|---|
| Authors: | Bera, Anil K. ; Kim, Sangwhan |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 11582637. - Vol. 9.2002, 2, p. 171-196
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