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Year of Publication | Title | Author(s) |
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2010 | The conditional autoregressive wishart model for multivariate stock market volatility | Golosnoy, Vasyl; Gribisch, Bastian; Liesenfeld, Roman |
Use filters to refine the search results.
Year of Publication | Title | Author(s) |
---|---|---|
2010 | The conditional autoregressive wishart model for multivariate stock market volatility | Golosnoy, Vasyl; Gribisch, Bastian; Liesenfeld, Roman |