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~subject:"ARCH-Modell"
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1
Sparse multivariate GARCH
Wu, Jianbin
;
Dhaene, Geert
-
2016
Persistent link: https://www.econbiz.de/10011707052
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2
Mixed-frequency multivariate GARCH
Dhaene, Geert
;
Wu, Jianbin
-
2016
Persistent link: https://www.econbiz.de/10011707062
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3
The risk-return tradeoff in international stock markets : one-step multivariate GARCH-M estimation with many assets
Dhaene, Geert
;
Sercu, Piet
;
Wu, Jianbin
-
2016
Persistent link: https://www.econbiz.de/10011707065
Saved in:
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