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Journal articles (2007), Econometric Theory, 23 (2), pp. 251-280

Semiparametric Multivariate Volatility Models

Hafner Christian, Rombouts Jeroen

HAFNER, C. and ROMBOUTS, J. (2007). Semiparametric Multivariate Volatility Models. Econometric Theory, 23(2), pp. 251-280.