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for the working paper
- Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH model
- Annastiina Silvennoinen and Timo Teräsvirta
- SSE/EFI Working Paper Series in Economics and Finance from Stockholm School of Economics
- SSE/EFI Working Paper Series in Economics and Finance from Stockholm School of Economics
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