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~isPartOf:"CIRJE discussion papers / F series"
~isPartOf:"Working paper / Federal Reserve Bank of Dallas, Research Department"
~person:"Omori, Yasuhiro"
~subject:"Volatility"
~type_genre:"Non-commercial literature"
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Dynamic factor, leverage and realized covariances in multivariate stochastic volatility
Yamauchi, Yuta
;
Omori, Yasuhiro
-
2021
Persistent link: https://www.econbiz.de/10013339035
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Dynamic factor, leverage and realized covariances in multivariate stochastic volatility
Yamauchi, Yuta
;
Omori, Yasuhiro
-
2020
Persistent link: https://www.econbiz.de/10013335000
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