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for the working paper

On the forecasting accuracy of multivariate GARCH models
Sébastien Laurent, Jeroen Rombouts and Francesco Violante
LIDAM Discussion Papers CORE from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
Read abstract and download full text files (if available) at EconPapers

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Access Statistics for the working paper
Month Downloads Abstract Views 
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Statistics updated 2025-01-04