The Generalized Conditional Autoregressive Wishart Model for Multivariate Realized Volatility (Q6616628)
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scientific article; zbMATH DE number 7924126
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| English | The Generalized Conditional Autoregressive Wishart Model for Multivariate Realized Volatility |
scientific article; zbMATH DE number 7924126 |
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The Generalized Conditional Autoregressive Wishart Model for Multivariate Realized Volatility (English)
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9 October 2024
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