Estimating VAR-MGARCH models in multiple steps (Q905385): Difference between revisions
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Revision as of 02:33, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating VAR-MGARCH models in multiple steps |
scientific article |
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Estimating VAR-MGARCH models in multiple steps (English)
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19 January 2016
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financial markets
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volatility spillovers
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