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person:"Daníelsson, Jón"
subject:"Volatility"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Francq, Christian"
~person:"Nolte, Ingmar"
~subject:"Bootstrap approach"
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Daníelsson, Jón
Francq, Christian
Nolte, Ingmar
Frederiksen, Per
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Variance targeting estimation of multivariate GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 353-382
Persistent link: https://www.econbiz.de/10011589013
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