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~isPartOf:"Journal of the Royal Statistical Society: Series A (Statistics in Society)"
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Multivariate stochastic volatility with large and moderate shocks
Izzeldin, Marwan
;
Tsionas, Mike G.
;
Michaelides, …
- In:
Journal of the Royal Statistical Society: Series A …
182
(
2019
)
3
,
pp. 887-917
Persistent link: https://www.econbiz.de/10012097200
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