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QML ESTIMATION OF A CLASS OF MULTIVARIATE ASYMMETRIC GARCH MODELS

✍ Scribed by Francq, Christian; Zakoïan, Jean-Michel

Book ID: 115457441
Publisher: Cambridge University Press
Year: 2011
Tongue: English
Weight: 623 KB
Volume: 28
Category: Article
ISSN: 0266-4666
DOI: 10.1017/s0266466611000156

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