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~institution:"Society for Computational Economics - SCE"
~isPartOf:"Computing in Economics and Finance 2002"
~isPartOf:"Computing in Economics and Finance 2003"
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Integrated Volatility
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Multivariate GARCH models
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Society for Computational Economics - SCE
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Computing in Economics and Finance 2002
Computing in Economics and Finance 2003
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Wavelet Estimation of Integrated Volatility
Lunde, Asger
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Hoeg, Esben
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Society for Computational Economics - SCE
-
2003
Persistent link: https://www.econbiz.de/10005345735
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Multivariate GARCH models and their Estimation
Bauwens, L.
;
Laurent, S.
;
Peters, J.P.
;
Rombouts, J.
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Society for Computational Economics - SCE
-
2002
Persistent link: https://www.econbiz.de/10005345454
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