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Bauwens, Luc and Xu, Yongdeng ORCID: https://orcid.org/0000-0001-8275-1585 2023. DCC- and DECO-HEAVY: Multivariate GARCH models based on realized variances and correlations. International Journal of Forecasting 39 (2) , pp. 938-955. 10.1016/j.ijforecast.2022.03.005 |
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