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~isPartOf:"International journal of monetary economics and finance"
~isPartOf:"Journal of econometrics"
~isPartOf:"Middle East journal of management : MEJM"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"The journal of prediction markets"
~person:"Golosnoy, Vasyl"
~subject:"Stock market"
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International journal of monetary economics and finance
Journal of econometrics
Middle East journal of management : MEJM
The North American journal of economics and finance : a journal of financial economics studies
The journal of prediction markets
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The conditional autoregressive Wishart model for multivariate stock market volatility
Golosnoy, Vasyl
;
Gribisch, Bastian
;
Liesenfeld, Roman
- In:
Journal of econometrics
167
(
2012
)
1
,
pp. 211-223
Persistent link: https://www.econbiz.de/10009551424
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