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Model and distribution uncertainty in multivariate GARCH estimation: a Monte Carlo analysis - MaRDI portal

Model and distribution uncertainty in multivariate GARCH estimation: a Monte Carlo analysis (Q2445735)

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Model and distribution uncertainty in multivariate GARCH estimation: a Monte Carlo analysis
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    Model and distribution uncertainty in multivariate GARCH estimation: a Monte Carlo analysis (English)
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    14 April 2014
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