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~person:"Barigozzi, Matteo"
~person:"Farhat, Abdeljelil"
~person:"Swan, Yvik"
~person:"Veredas, David"
~source:"econis"
~subject:"GARCH"
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Barigozzi, Matteo
Farhat, Abdeljelil
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Hallin, Marc
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Journal of econometrics
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Generalized dynamic factor models and volatilities : consistency, rates, and prediction intervals
Barigozzi, Matteo
;
Hallin, Marc
-
2018
Persistent link: https://www.econbiz.de/10012064840
Saved in:
2
Generalized dynamic factor models and volatilities : consistency, rates, and prediction intervals
Barigozzi, Matteo
;
Hallin, Marc
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 4-34
Persistent link: https://www.econbiz.de/10012439634
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