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~isPartOf:"Econometric Institute research papers"
~person:"Caporin, Massimiliano"
~person:"Cross, Jamie"
~person:"Nielsen, Morten Ørregaard"
~person:"Sucarrat, Genaro"
~subject:"Time series analysis"
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Block structure multivariate stochastic volatility models
Asai, Manabu
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Caporin, Massimiliano
;
McAleer, Michael
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2009
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