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schema:citation
  • Hansen, P., Lunde, A., Voev, V. (2014). Journal of Applied Econometrics, 29(5), 774-799.
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  • Download (en)
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is schema:dataset of
schema:datePublished
  • 2014
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  • 10.15456/jae.2022321.0714059738
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  • eng
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  • Collection
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  • REALIZED BETA GARCH A MULTIVARIATE GARCH MODEL WITH REALIZED MEASURES OF VOLATILITY replication data (en)
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  • 1.0.0