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Bayesian Multivariate Quantile Regression with alternative Time-varying Volatility Specifications

Fuente: arXiv

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Bibliographic Details
Main Authors:	Iacopini, Matteo, Ravazzolo, Francesco, Rossini, Luca
Format:	Preprint
Published:	2022
Subjects:	Econometrics Methodology
Online Access:	Acceder al recurso
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