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subject:"Monte Carlo simulation"
~isPartOf:"Econometric Institute research papers"
~person:"Chang, Chia-Lin"
~person:"Mignon, Valérie"
~person:"Nesheim, Lars"
~person:"Wildenbeest, Matthijs R."
~subject:"Dynamic covariance matrix"
~subject:"Monte-Carlo-Simulation"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Working Paper"
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Realized matrix-exponential stochastic volatility with asymmetry, long memory and spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
-
2016
Persistent link: https://www.econbiz.de/10011631770
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