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Dynamic factor, leverage and realized covariances in multivariate stochastic volatility
Yamauchi, Yuta
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Omori, Yasuhiro
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2021
Persistent link: https://www.econbiz.de/10013339035
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Dynamic factor, leverage and realized covariances in multivariate stochastic volatility
Yamauchi, Yuta
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Omori, Yasuhiro
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2020
Persistent link: https://www.econbiz.de/10013335000
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