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The conditional autoregressive Wishart model for multivariate stock market volatility

✍ Scribed by Vasyl Golosnoy; Bastian Gribisch; Roman Liesenfeld

Book ID: 113700402
Publisher: Elsevier Science
Year: 2012
Tongue: English
Weight: 556 KB
Volume: 167
Category: Article
ISSN: 0304-4076
DOI: 10.1016/j.jeconom.2011.11.004

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