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11/13/2020
Dynamic factor, leverage and realized covariances in multivariate stochastic volatility
In the stochastic volatility models for multivariate daily stock returns...
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09/26/2018
Multivariate Stochastic Volatility Model with Realized Volatilities and Pairwise Realized Correlations
Although stochastic volatility and GARCH models have been successful to ...
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09/26/2017
