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Influence diagnostics for multivariate GARCH processes

✍ Scribed by Jonathan Dark; Xibin Zhang; Nan Qu

Book ID: 111040145
Publisher: John Wiley and Sons
Year: 2010
Tongue: English
Weight: 634 KB
Volume: 31
Category: Article
ISSN: 0143-9782
DOI: 10.1111/j.1467-9892.2010.00662.x

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