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~isPartOf:"Journal of time series econometrics"
~isPartOf:"Managerial finance"
~language:"eng"
~person:"McAleer, Michael"
~subject:"ARCH model"
~type_genre:"Article in journal"
~type_genre:"Research Report"
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Multivariate hyper-rotated GARCH-BEKK
Asai, Manabu
;
McAleer, Michael
- In:
Journal of time series econometrics
14
(
2022
)
2
,
pp. 175-198
Persistent link: https://www.econbiz.de/10013260190
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