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On the forecasting accuracy of multivariate GARCH models

✍ Scribed by Sébastien Laurent; Jeroen V. K. Rombouts; Francesco Violante

Book ID: 112117291
Publisher: John Wiley and Sons
Year: 2011
Tongue: English
Weight: 203 KB
Volume: 27
Category: Article
ISSN: 0883-7252
DOI: 10.1002/jae.1248

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