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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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A general multivariate threshold GARCH model with dynamic conditional correlations
Audrino, Francesco
;
Trojani, Fabio
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
1
,
pp. 138-149
Persistent link: https://www.econbiz.de/10009159099
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