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Multivariate GARCH models: a survey

Luc Bauwens (), Sébastien Laurent () and Jeroen VK Rombouts

No 1847, CORE Discussion Papers RP from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

Date: 2006-01-01
Note: In : Journal of Applied Econometrics, 21, 79-109, 2006
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http://dx.doi.org/10.1002/jae.842 (text/plain)

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Journal Article: Multivariate GARCH models: a survey (2006) Downloads
Working Paper: Multivariate GARCH models: a survey (2003) Downloads
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