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Ranking Multivariate GARCH Models by Problem Dimension

  • M Caporin
  • , Michael McAleer

Research output: Working paperAcademic

Original languageUndefined/Unknown
Place of Publication3000 DR Rotterdam
Pages1-107
Number of pages107
Publication statusPublished - 2010

Publication series

SeriesEI report serie
VolumeEI 2010-34

Research programs

  • EUR ESE 31

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