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~isPartOf:"Journal of financial econometrics"
~person:"Gorgi, P."
~person:"Wong, Woon K."
~subject:"Theorie"
~subject:"Welt"
~type:"article"
~type_genre:"Aufsatz in Zeitschrift"
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A GMM skewness and kurtosis ratio test for higher moment dependence
Wong, Woon K.
- In:
Journal of financial econometrics
18
(
2020
)
2
,
pp. 307-332
Persistent link: https://www.econbiz.de/10012232960
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Realized Wishart-GARCH : a score-driven multi-asset volatility model
Gorgi, P.
;
Hansen, Peter Reinhard
;
Janus, Paweł
; …
- In:
Journal of financial econometrics
17
(
2019
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012054424
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