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~isPartOf:"Econometric Institute research papers"
~person:"Kobayashi, Masahito"
~subject:"Monte Carlo simulation"
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Extremal behavior of finite EG...
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Testing for a common volatility process and information spillovers in bivariate financial time series models
Chen, Jinghui
;
Kobayashi, Masahito
;
McAleer, Michael
-
2016
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Revised
Persistent link: https://www.econbiz.de/10011448006
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Testing for volatility co-movement in bivariate stochastic volatility models
Chen, Jinghui
;
Kobayashi, Masahito
;
McAleer, Michael
-
2017
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Revised: February 2017
Persistent link: https://www.econbiz.de/10011659216
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