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isPartOf:"Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines"
type_genre:"Graue Literatur"
~isPartOf:"CREATES research paper"
~isPartOf:"Working paper series / University of Zurich, Department of Economics"
~person:"Kang, Jian"
~subject:"ARCH-Modell"
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Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
CREATES research paper
Working paper series / University of Zurich, Department of Economics
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A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
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2022
Persistent link: https://www.econbiz.de/10012816369
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