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Estimation of temporally aggregated multivariate GARCH models
Hafner, Christian M.
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contributor
); …
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2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002186338
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Semiparametric multivariate volatility models
Hafner, Christian M.
(
contributor
); …
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2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002056036
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