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Feasible generalized least squares estimation of multivariate GARCH(1, 1) models

✍ Scribed by Poloni, Federico; Sbrana, Giacomo

Book ID: 124109128
Publisher: Elsevier Science
Year: 2014
Tongue: English
Weight: 399 KB
Volume: 129
Category: Article
ISSN: 0047-259X
DOI: 10.1016/j.jmva.2014.04.015

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