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Models with multiplicative decomposition of conditional variances and correlations
Amado, Cristina
;
Silvennoinen, Annastiina
;
Teräsvirta, Timo
- In:
Financial mathematics, volatility and covariance modelling
,
(pp. 217-260)
.
2019
Persistent link: https://www.econbiz.de/10012249137
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Multivariate GARCH models
Silvennoinen, Annastiina
;
Teräsvirta, Timo
- In:
Handbook of financial time series
,
(pp. 201-229)
.
2009
Persistent link: https://www.econbiz.de/10003833947
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