Semiparametric multivariate volatility models

CM (Christian) Hafner, JVK Rombouts

Research output: Book/Report/Inaugural speech/Farewell speech › Report › Academic

Original languageUndefined/Unknown
Number of pages35
EditionEconometric Institute EI 2004-21
Publication statusPublished - 2004

Publication series

SeriesEconometric Institute
VolumeEI 2004-21

Research programs

  • EUR ESE 11

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