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~isPartOf:"Australian School of Business working paper : Australian School of Business research paper"
~isPartOf:"CREATES research paper"
~isPartOf:"Discussion paper series / Research Institute for Economics and Business Administration, Kobe University"
~language:"eng"
~person:"Silvennoinen, Annastiina"
~subject:"Estimation theory"
~type_genre:"Arbeitspapier"
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Australian School of Business working paper : Australian School of Business research paper
CREATES research paper
Discussion paper series / Research Institute for Economics and Business Administration, Kobe University
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A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
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2022
Persistent link: https://www.econbiz.de/10012816369
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Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
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2021
Persistent link: https://www.econbiz.de/10012815962
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Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model
Silvennoinen, Annastiina
;
Teräsvirta, Timo
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2017
Persistent link: https://www.econbiz.de/10011721042
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