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Spatial-serial dependency in multivariate GARCH models and dynamic copulas: a simulation study
Ingo Klein, Christian Köck, Fabian Tinkl
Managerial Economics 7 (2010) s. 43-62
Ingo Klein,
Christian Köck,
Fabian Tinkl
Managerial Economics
7
(2010)
s. 43-62