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Dellaportas, P.; Vrontos, I. D. Modelling volatility asymmetries: a Bayesian analysis of a class of tree structured multivariate GARCH models. (English) Zbl 1126.62098 Econom. J. 10, No. 3, 503-520 (2007). MSC: 62P05 65C40 62M10 62F15 91B28 91B84 65C60 PDFBibTeX XMLCite \textit{P. Dellaportas} and \textit{I. D. Vrontos}, Econom. J. 10, No. 3, 503--520 (2007; Zbl 1126.62098) Full Text: DOI
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