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Likelihood stabilization for ill-conditioned vector GARCH models

✍ Scribed by Miguel Jerez; José Casals; Sonia Sotoca

Book ID: 105855263
Publisher: Springer
Year: 2008
Tongue: English
Weight: 567 KB
Volume: 24
Category: Article
ISSN: 0943-4062
DOI: 10.1007/s00180-007-0104-6

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