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~isPartOf:"Handbook of financial time series"
~person:"Asai, Manabu"
~person:"Bouri, Elie"
~subject:"Estimation"
~subject:"Spillover effect"
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Handbook of financial time series
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Multivariate stochastic volatility
Chib, Siddhartha
;
Omori, Yasuhiro
;
Asai, Manabu
- In:
Handbook of financial time series
,
(pp. 365-400)
.
2009
Persistent link: https://www.econbiz.de/10003833972
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