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Analytical quasi maximum likelihood inference in multivariate volatility models

✍ Scribed by Christian M. Hafner; Helmut Herwartz

Book ID: 105856794
Publisher: Springer
Year: 2007
Tongue: English
Weight: 372 KB
Volume: 67
Category: Article
ISSN: 0026-1335
DOI: 10.1007/s00184-007-0130-y

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