Simple multivariate conditional covariance dynamics using hyperbolically weighted moving averages

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Publication:2661315

DOI10.1515/JEM-2020-0004zbMath1462.62565OpenAlexW3092084584MaRDI QIDQ2661315

Hiroyuki Kawakatsu

Publication date: 7 April 2021

Published in: Journal of Econometric Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/jem-2020-0004







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