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Semiparametric multivariate volatility models

Bibliographic reference Hafner, Christian ; Rombouts, Jeroen. Semiparametric multivariate volatility models. In: Econometric Theory, Vol. 23, no. 2, p. 251-280 (Avril 2007)
Permanent URL http://hdl.handle.net/2078.1/23585
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