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Stationarity and geometric ergodicity of BEKK multivariate GARCH models

✍ Scribed by Farid Boussama; Florian Fuchs; Robert Stelzer


Book ID
108266971
Publisher
Elsevier Science
Year
2011
Tongue
English
Weight
368 KB
Volume
121
Category
Article
ISSN
0304-4149

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