Estimating VAR-MGARCH models in multiple steps
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Bibliographic InfoPaper provided by Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) in its series Working Papers. Serie AD with number 2012-10.
Length: 1 pages
Date of creation: Mar 2012
Date of revision:
Publication status: Published by Ivie
This paper has been announced in the following NEP Reports:
- NEP-ALL-2012-04-17 (All new papers)
- NEP-ECM-2012-04-17 (Econometrics)
- NEP-ETS-2012-04-17 (Econometric Time Series)
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