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Article

Brüggemann, Ralf ; Härdle, Wolfgang ; Mungo, Julius ; Trenkler, Carsten ORCID: 0000-0003-1846-1764 (2008) VAR modeling for dynamic loadings driving volatility strings. Journal of Financial Econometrics Oxford 6 3 361-381 [Article]

This list was created automatically on Sun Mar 29 05:13:06 2020 CEST