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A Multivariate Generalized Autoregressive Conditional Heteroscedasticity Model with Time-Varying Correlations

✍ Scribed by Y. K. Tse and Albert K. C. Tsui

Book ID: 124714343
Publisher: American Statistical Association
Year: 2002
Tongue: English
Weight: 538 KB
Volume: 20
Category: Article
ISSN: 0735-0015
DOI: 10.2307/1392122

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