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~isPartOf:"The econometrics journal"
~person:"Teräsvirta, Timo"
~subject:"Heteroscedasticity"
~subject:"Time series analysis"
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Testing for volatility interactions in the constant conditional correlation GARCH model
Nakatani, Tomoaki
;
Teräsvirta, Timo
- In:
The econometrics journal
12
(
2009
)
1
,
pp. 147-163
Persistent link: https://www.econbiz.de/10003841983
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