Filippo Spazzini

affiliation not provided to SSRN

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Scholarly Papers (1)

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Model and Distribution Uncertainty in Multivariate GARCH Estimation: A Monte Carlo Analysis

Computational Statistics & Data Analysis, Vol. 54, No. 11, pp. 2786-2800, November 1, 2010
Posted: 25 Aug 2009 Last Revised: 15 Apr 2011
Eduardo Rossi and Filippo Spazzini
Department of Economics and Management and affiliation not provided to SSRN

Abstract:

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