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Journal of Financial Econometrics 2009 7(4):339-340; doi:10.1093/jjfinec/nbp017
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© The Author 2009. Published by Oxford University Press. All rights reserved. For permissions, please e-mail: journals.permissions@oxfordjournals.org.

Special Issue on "Multivariate Volatility Models"

René Garcia, Eric Ghysels, Eric Renault and Paulo Rodrigues
The first 10% of the full text of this article appears below.

On October 26 and 27, 2007, the Journal of Financial Econometrics co-sponsored a conference on the topic of Multivariate Volatility Models, in Faro, Portugal.

The topic of multivariate models of volatility is hugely important. Unfortunately, it is also a hugely complex problem for which there are no simple solutions. Indeed, parameter proliferation is a common problem that prevents one from opting for relatively easy solutions. . . . [Full Text of this Article]


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