Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model

Published 2010 View Full Article

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Title
Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model
Authors
Keywords
-
Journal
JOURNAL OF BUSINESS & ECONOMIC STATISTICS
Volume 29, Issue 1, Pages 109-125
Publisher
Informa UK Limited
Online
2010-09-02
DOI
10.1198/jbes.2009.07057

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