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~isPartOf:"Economic modelling"
~isPartOf:"Journal of empirical finance"
~person:"Bauwens, Luc"
~person:"Dark, Jonathan"
~subject:"Multivariate HEAVY"
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Multivariate models with long memory dependence in conditional correlation and volatility
Dark, Jonathan
- In:
Journal of empirical finance
48
(
2018
),
pp. 162-180
Persistent link: https://www.econbiz.de/10012109291
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