Union Catalogue of Belgian Libraries
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Fourth moments of multivariate GARCH processes
Author:
Hafner, Christian M.
Year: 2001
Publisher: Louvain-La-Neuve: UCL. Center for operations research and econometrics,
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Fourth moments of multivariate GARCH processes
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Volatility impulse response functions for multivariate GARCH models
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Volatility impulse response functions for multivariate GARCH models
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Volatility impulse response functions for multivariate GARCH models
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Volatility impulse response functions for multivariate GARCH models
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Fourth moments of multivariate GARCH processes
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Semiparametric models for the autocorrelation of daily stock return
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Modélisation du comportement des prix des principaux produits vivriers sur les marchés locaux du Rwanda : cas du marché central de la ville de Butare, de 2001 à 2006
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Adaptative modeling of the dependence in multivariate time series
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