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Search: subject:"MGARCH processes"
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Hybrid MSV-MGARCH models : general remarks and the GMSF-SBEKK specification
Osiewalski, Jacek
;
Osiewalski, Krzysztof
- In:
Central European journal of economic modelling and …
8
(
2016
)
4
,
pp. 241-271
Persistent link: https://www.econbiz.de/10011634930
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