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~isPartOf:"Annals of economics and statistics"
~isPartOf:"Wirtschafts- und Sozialwissenschaften"
~subject:"Estimation"
~type_genre:"Aufsatz in Zeitschrift"
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Tests of the constancy of conditional correlations of unknown functional form in multivariate GARCH models
Péguin-Feissolle, Anne
;
Sanhaji, Bilel
- In:
Annals of economics and statistics
123/124
(
2016
),
pp. 77-101
Persistent link: https://www.econbiz.de/10011592735
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