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A multivariate long memory stochastic volatility model

✍ Scribed by Mike K.P. So; Susanna W.Y. Kwok

Publisher: Elsevier Science
Year: 2006
Tongue: English
Weight: 523 KB
Volume: 362
Category: Article
ISSN: 0378-4371
DOI: 10.1016/j.physa.2005.08.078

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