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Modelling interest rates with a cointegrated var-garch model
Bauwens, Luc
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1997
Persistent link: https://www.econbiz.de/10000976284
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On the weak consistency of the quasi-maximum likelihood estimator in VAR models with BEKK-GARCH (1,q) errors
Bauwens, Luc
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Vandeuren, Jean-Pierre
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1995
Persistent link: https://www.econbiz.de/10000918211
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