Multivariate GARCH models: software choice and estimation issues
Year of publication: |
2003
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Authors: | Brooks, Chris ; Burke, Simon P. ; Persand, Gita |
Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 6339414. - Vol. 18.2003, 6, p. 725
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