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Latest revision as of 22:47, 1 July 2024

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Structure and Asymptotic Theory for Multivariate Asymmetric Conditional Volatility
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    Structure and Asymptotic Theory for Multivariate Asymmetric Conditional Volatility (English)
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    28 August 2009
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    asymmetric effects
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    asymptotic theory
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    multivariate structure
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    regularity conditions
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