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~accessRights:"free"
~isPartOf:"Discussion paper series"
~language:"eng"
~person:"Dhaene, Geert"
~subject:"Theorie"
~subject:"Volatilität"
~subject:"penalized estimation"
~type:"book"
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Dhaene, Geert
Agénor, Pierre-Richard
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Cherchye, Laurens
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Rock, Bram de
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Blackburn, Keith
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Berardi, Michele
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Haque, M. Emranul
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Ino, Hiroaki
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Lauwers, Luc
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Discussion paper series
KU Leuven Department of Economics, Discussion Paper Series DPS16.12
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KU Leuven Department of Economics, Discussion Paper Series, DPS16.11
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Mixed-frequency multivariate GARCH
Dhaene, Geert
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Wu, Jianbin
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2016
Persistent link: https://www.econbiz.de/10011707062
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The risk-return tradeoff in international stock markets : one-step multivariate GARCH-M estimation with many assets
Dhaene, Geert
;
Sercu, Piet
;
Wu, Jianbin
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2016
Persistent link: https://www.econbiz.de/10011707065
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Sparse multivariate GARCH
Wu, Jianbin
;
Dhaene, Geert
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2016
Persistent link: https://www.econbiz.de/10011707052
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