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Tests of the Constancy of Conditional Correlations of Unknown Functional Form in Multivariate GARCH Models
Anne Péguin-Feissolle,, Bilel Sanhaji,Year:
2016
Language:
english
Journal:
Annals of Economics and Statistics
DOI:
10.15609/annaeconstat2009.123-124.0077
File:
PDF, 1.14 MB
english, 2016