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Multistep predictions for multivariate GARCH models: Closed form solution and the value for portfolio management

✍ Scribed by Jaroslava Hlouskova; Kurt Schmidheiny; Martin Wagner


Book ID
116641678
Publisher
Elsevier Science
Year
2009
Tongue
English
Weight
292 KB
Volume
16
Category
Article
ISSN
0927-5398

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