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Search: subject:"dynamic conditional covariances"
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NetMES : a network based marginal expected shortfall measure
Hashem, Shatha Qamhieh
;
Giudici, Paolo
- In:
The journal of network theory in finance
2
(
2016
)
3
,
pp. 1-36
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011668564
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Constrained Hamiltonian Monte Carlo in BEKK GARCH with targeting
Burda, Martin
- In:
Journal of time series econometrics
7
(
2015
)
1
,
pp. 95-113
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010510040
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