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type_genre:"Working Paper"
~isPartOf:"Discussion paper series"
~person:"Artis, Michael J."
~person:"Dhaene, Geert"
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Artis, Michael J.
Dhaene, Geert
Cherchye, Laurens
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Rock, Bram de
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Osborn, Denise R.
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Haque, M. Emranul
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Vermeulen, Frederic
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ECONIS (ZBW)
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Sparse multivariate GARCH
Wu, Jianbin
;
Dhaene, Geert
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2016
Persistent link: https://www.econbiz.de/10011707052
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2
Mixed-frequency multivariate GARCH
Dhaene, Geert
;
Wu, Jianbin
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2016
Persistent link: https://www.econbiz.de/10011707062
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3
The risk-return tradeoff in international stock markets : one-step multivariate GARCH-M estimation with many assets
Dhaene, Geert
;
Sercu, Piet
;
Wu, Jianbin
-
2016
Persistent link: https://www.econbiz.de/10011707065
Saved in:
4
Common and spatial drivers in regional business cycles
Artis, Michael J.
;
Dreger, Christian
;
Cholodilin, …
-
2009
Persistent link: https://www.econbiz.de/10003828182
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