Copula-based multivariate GARCH model with uncorrelated dependent errors (Q302191): Difference between revisions

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-.1016/j.jeconom.2008.12.008
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+A multivariate extension of Hoeffding's lemma
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+Dependence structures for multivariate high-frequency data in finance
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+.1016/J.JECONOM.2008.12.008
@@ Property / DOI: 10.1016/J.JECONOM.2008.12.008 / rank @@
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+Publication:302191