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Multivariate mixed normal conditional heteroskedasticity. (2006). Rombouts, Jeroen ; Hafner, Christian ; Bauwens, Luc ; Luc, Bauwens.
In: Discussion Papers (ECON - Département des Sciences Economiques).
RePEc:ctl:louvec:2006007.

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Cited: 4

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Cites: 13

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Cocites: 50

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  1. Dynamic Asymmetries in the Electric Consumption of the GCC Countries. (2015). Bunnag, Tanattrin.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2015-02-09.

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  2. Hedging Petroleum Futures with Multivariate GARCH Models. (2015). Bunnag, Tanattrin .
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2015-01-09.

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  3. Bivariate mixed normal GARCH models and out-of-sample hedge performances. (2009). Chung, Sang-Kuck .
    In: Finance Research Letters.
    RePEc:eee:finlet:v:6:y:2009:i:3:p:130-137.

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  4. Mixed Exponential Power Asymmetric Conditional Heteroskedasticity. (2007). Rombouts, Jeroen ; Bouaddi, Mohammed .
    In: Cahiers de recherche.
    RePEc:lvl:lacicr:0749.

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References

References cited by this document

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