Structure and Asymptotic Theory for Multivariate Asymmetric Volatility: Empirical Evidence for Country Risk Ratings
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2003-03-19 (All new papers)
- NEP-ECM-2003-03-19 (Econometrics)
- NEP-RMG-2003-03-19 (Risk Management)
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