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A component GARCH model with time varying weights

Bibliographic reference Bauwens, Luc ; Storti, Giuseppe. A component GARCH model with time varying weights. In: Studies in Nonlinear Dynamics & Econometrics, Vol. 13, no. 2, p. 1-31 (2009)
Permanent URL http://hdl.handle.net/2078.1/28904