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Model and distribution uncertainty in multivariate GARCH estimation: A Monte Carlo analysis

15 years 5 months ago
Model and distribution uncertainty in multivariate GARCH estimation: A Monte Carlo analysis
E. Rossi, F. Spazzini
Added 01 Mar 2011
Updated 01 Mar 2011
Type Journal
Year 2010
Where CSDA
Authors E. Rossi, F. Spazzini
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