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Principal Component Models for Generating Large GARCH Covariance Matrices

✍ Scribed by Carol Alexander

Book ID: 108557606
Publisher: John Wiley and Sons
Year: 2002
Tongue: English
Weight: 226 KB
Volume: 31
Category: Article
ISSN: 0391-5026
DOI: 10.1111/1468-0300.00089

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