Structure and Asymptotic Theory for Multivariate Asymmetric Conditional Volatility

Title
Structure and Asymptotic Theory for Multivariate Asymmetric Conditional Volatility
Authors
Keywords
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Journal
Econometric Reviews
Volume 28, Issue 5, Pages 422-440
Publisher
Informa UK Limited
Online
2009-02-27
DOI
10.1080/07474930802467217

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