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person:"Rombouts, Jeroen V. K."
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~person:"Linton, Oliver"
~person:"Teräsvirta, Timo"
~subject:"Multivariate Analyse"
~subject:"Schätztheorie"
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Multivariate autoregressive conditional heteroskedasticity with smooth transitions in conditional correlations
Silvennoinen, Annastiina
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Teräsvirta, Timo
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2005
Persistent link: https://www.econbiz.de/10003253592
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