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GARCH Models (Structure, Statistical Inference and Financial Applications) || Multivariate GARCH Processes

GARCH Models (Structure, Statistical Inference and Financial Applications) || Multivariate GARCH Processes

Francq, Christian; Zakoïan, Jean-Michel
  • 作者Francq, Christian; Zakoïan, Jean-Michel
  • 文件大小720.50KB
  • 发表时间2010
  • DOI10.1002/9780470670057.ch11
  • 页码273-310
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