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Number of items: 4.

Aue, Alexander and Horvath, Lajos and Pellatt, Daniel (2015): Functional generalized autoregressive conditional heteroskedasticity.

Barassi, Marco and Horvath, Lajos and Zhao, Yuqian (2018): Change Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models. Forthcoming in: Journal of Business and Economic Statistics

Elveren, Adem Yavuz and Özgür, Gökçer (2018): The Effect of Military Expenditures on the Profit Rates in Turkey.

Francq, Christian and Horvath, Lajos and Zakoian, Jean-Michel (2014): Variance targeting estimation of multivariate GARCH models.

This list was generated on Tue Sep 29 18:47:05 2020 CEST.
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