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Estimating multivariate volatility models equation by equation
Francq, Christian, Zakoïan, Jean-Michel
Published in Journal of the Royal Statistical Society. Series B, Statistical methodology (01.06.2016)
Published in Journal of the Royal Statistical Society. Series B, Statistical methodology (01.06.2016)
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Modeling conditional correlations for risk diversification in crude oil markets
Chang, Chia-Lin, McAleer, Michael, Tansuchat, Roengchai
Published in The journal of energy markets (01.12.2009)
Published in The journal of energy markets (01.12.2009)
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Multivariate range-based EGARCH models
Yan, Lili, Kellard, Neil M., Lambercy, Lyudmyla
Published in International review of financial analysis (01.04.2025)
Published in International review of financial analysis (01.04.2025)
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