A comparison of alternative covariance matrices for models with over-lapping observations
Year of publication: |
1996
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---|---|
Authors: | Smith, Jeremy ; Yadav, Sanjay |
Published in: |
Journal of International Money and Finance. - Elsevier, ISSN 0261-5606. - Vol. 15.1996, 5, p. 813-823
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Publisher: |
Elsevier |
Saved in:
Online Resource
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