Multivariate Simultaneous Generalized ARCH
Year of publication: |
1995
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Authors: | Engle, Robert F. ; Kroner, Kenneth F. |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 11.1995, 1, p. 122-150
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