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~isPartOf:"International journal of forecasting"
~person:"Bauwens, Luc"
~person:"Huang, Zhuo"
~subject:"Capital income"
~subject:"Exchange rate"
~subject:"Multivariate analysis"
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Bauwens, Luc
Huang, Zhuo
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International journal of forecasting
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DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
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