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~isPartOf:"Discussion paper / Universität Sankt Gallen, School of Economics and Political Science, Department of Economics"
~person:"Heckman, James J."
~person:"Herwartz, Helmut"
~person:"Persson, Torsten"
~subject:"Schätzung"
~subject:"Ökonometrisches Modell"
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Heckman, James J.
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Measuring spot variance spillovers when (co)variances are time-varying : the case of multivariate GARCH models
Fengler, Matthias
;
Herwartz, Helmut
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2015
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