THEORETICAL AND EMPIRICAL PROPERTIES OF DYNAMIC CONDITIONAL CORRELATION MULTIVARIATE GARCH WORKING PAPER
| Year of publication: |
2001
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|---|---|
| Authors: | Engle, Robert F. ; Sheppard, Kevin |
| Published in: |
Working paper / National Bureau of Economic Research, Inc. - Cambridge, Mass, ISSN 0898-2937, ZDB-ID 12239057. - 2001, 8554, p. 8554
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