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Flexible multivariate GARCH modeling with an application to international stock markets



Flexible multivariate GARCH modeling with an application to international stock markets

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Document Type: Working paper
Date: 2001-10-01
This document is associated with a Creative Common license L'accés als continguts d'aquest document queda condicionat a l'acceptació de les condicions d'ús establertes per la següent llicència Creative Commons

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