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~person:"Hansen, Peter Reinhard"
~person:"Lovcha, Yuliya"
~subject:"ARCH model"
~type_genre:"Aufsatz in Zeitschrift"
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Hansen, Peter Reinhard
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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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