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Multivariate GARCH models

By Annastiina Silvennoinen and Timo Teräsvirta
Topics: 140302 Econometric and Statistical Methods, 140305 Time-Series Analysis, Time Series Analysis, Multivariate GARCH models, Conditional variance, Conditional correlations
Publisher: Springer-Verlag
Year: 2009
OAI identifier: oai:eprints.qut.edu.au:32315
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