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~person:"Fengler, Matthias"
~subject:"Multivariate Analyse"
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Multivariate Analyse
Analysis of variance
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Fengler, Matthias
Ledoit, Olivier
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Discussion paper / Universität Sankt Gallen, School of Economics and Political Science, Department of Economics
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Measuring spot variance spillovers when (co)variances are time-varying : the case of multivariate GARCH models
Fengler, Matthias
;
Herwartz, Helmut
-
2015
Persistent link: https://www.econbiz.de/10011717132
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