Theoretical and empirical properties of dynamic conditional correlation multivariate GARCH
| Huvudupphovsman: | |
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| Övriga upphovsmän: | |
| Materialtyp: | Bok |
| Språk: | English |
| Publicerad: |
Cambridge, Mass.
National Bureau of Economic Research
2001
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| Serie: | NBER working paper series
no.8554 |
| Ämnen: |