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Cholesky-GARCH models with applications to finance

✍ Scribed by Petros Dellaportas; Mohsen Pourahmadi

Book ID: 113079848
Publisher: Springer US
Year: 2011
Tongue: English
Weight: 341 KB
Volume: 22
Category: Article
ISSN: 0960-3174
DOI: 10.1007/s11222-011-9251-2

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