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On the forecasting accuracy of multivariate GARCH models - MaRDI portal

On the forecasting accuracy of multivariate GARCH models

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Publication:154360

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DOI10.1002/JAE.1248MaRDI QIDQ154360

Francesco Violante, Sébastien Laurent, Jeroen V. K. Rombouts

Publication date: 26 April 2011

Published in: Journal of Applied Econometrics (Search for Journal in Brave)

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