MUSTAFA HAKAN
ERATALAY
Chercheur dans le période 2010-2012
Publications (2) Publications de MUSTAFA HAKAN ERATALAY
2014
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Estimating VAR-MGARCH models in multiple steps
Studies in Nonlinear Dynamics and Econometrics, Vol. 18, Núm. 3, pp. 339-365
2012
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Estimating VAR-MGARCH models in multiple steps
Working papers = Documentos de trabajo: Serie AD