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"Comparison of BEKK GARCH and DCC GARCH Models: An Empirical Study."
Yiyu Huang, Wenjing Su, Xiang Li (2010)
- Yiyu Huang, Wenjing Su, Xiang Li:
Comparison of BEKK GARCH and DCC GARCH Models: An Empirical Study. ADMA (2) 2010: 99-110
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