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Nonstationary ARCH and GARCH with t-distributed innovations
Pedersen, Rasmus Søndergaard
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Rahbek, Anders
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2015
Persistent link: https://www.econbiz.de/10010529443
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Multivariate variance targeting in the BEKK-GARCH Model
Pedersen, Rasmus Søndergaard
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Rahbek, Anders
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2012
Persistent link: https://www.econbiz.de/10009667363
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