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~isPartOf:"ECARES working paper"
~source:"econis"
~subject:"Multivariate GARCH"
~subject:"Theorie"
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Forecasting conditional covariance matrices in high-dimensional time series : a general dynamic factor approach
Trucíos, Carlos
;
Mazzeu, João H. G.
;
Hallin, Marc
; …
-
2019
Persistent link: https://www.econbiz.de/10012064776
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