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Vargas, Gregorio A. (2006): An Asymmetric Block Dynamic Conditional Correlation Multivariate GARCH Model. Published in: The Philippine Statistician , Vol. 55, No. 1-2 (2006): pp. 83-102.


Vargas, Gregorio A. (2008): What Drives the Dynamic Conditional Correlation of Foreign Exchange and Equity Returns?


Vargas, Gregorio A. (2005): Macroeconomic Determinants of the Movement of the Yield Curve.

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