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Number of items:
1
.
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
Fri Feb 13 05:27:06 2026 CET