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TESTING THE STRUCTURE OF CONDITIONAL CORRELATIONS IN MULTIVARIATE GARCH MODELS: A GENERALIZED CROSS-SPECTRUM APPROACH

✍ Scribed by Nadine McCloud; Yongmiao Hong


Book ID
111081066
Publisher
John Wiley and Sons
Year
2011
Tongue
English
Weight
535 KB
Volume
52
Category
Article
ISSN
0020-6598

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