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~subject:"Schwellenländer"
~subject:"World"
~subject:"overnight returns"
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Mixed-frequency
multivariate
GARCH
Dhaene, Geert
;
Wu, Jianbin
-
2016
Persistent link: https://www.econbiz.de/10011707062
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2
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
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