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"Modelling asymmetric volatility dynamics by multivariate BL-GARCH models."

Giuseppe Storti (2008)

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DOI: 10.1007/S10260-007-0066-4

access: closed

type: Journal Article

metadata version: 2020-05-25

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Giuseppe Storti:
Modelling asymmetric volatility dynamics by multivariate BL-GARCH models. Stat. Methods Appl. 17(2): 251-274 (2008)

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