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Asymptotic theory for multivariate GARCH processes, Journal of Multivariate Analysis, vol.84, issue.1, p.6184, 2003. ,
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Variance Targeting Estimation of Multivariate GARCH Models, Journal of Financial Econometrics, vol.14, issue.2, 2014. ,
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Qml inference for volatility models with covariates, 2015. ,
Equation-by-Equation Estimation of a Multivariate Log- GARCH-X Model of Financial Returns, 2015. ,
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Factor double autoregressive models with application to simultaneous causality testing, Journal of Statistical Planning and Inference, vol.148, issue.8294, 2014. ,
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On asymptotic theory for multivariate GARCH models, Journal of Multivariate Analysis, vol.100, issue.9, 2009. ,
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