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Bayesian estimation of dynamic conditional correlation GARCH model for multivariate time series volatility (Fioruci, J.A., Ehlers, R.S. and Andrade-Filho, M.G., (2014). doi:10.1080/02664763.2013.839635.
ui.adsabs.harvard.edu/abs/2014arXiv1412.2967F/abstract | |
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