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~institution:"Universitat Pompeu Fabra / Departament d'Economia i Empresa"
~subject:"ARCH model"
~subject:"Wahrscheinlichkeitsrechnung"
~type_genre:"Graue Literatur"
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Flexible multivariate GARCH modeling with an application to international stock markets
Ledoit, Olivier
(
contributor
); …
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2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001625994
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