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Multivariate GARCH models: a survey

Bibliographic reference Bauwens, Luc ; Laurent, Sébastien ; Rombouts, Jeroen. Multivariate GARCH models: a survey. In: Journal of Applied Econometrics, Vol. 21, no. 1, p. 79-109 (Janvier 2006)
Permanent URL http://hdl.handle.net/2078.1/23131
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