Volatility Components, Affine Restrictions, and Nonnormal Innovations
Year of publication: |
2010
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Authors: | Christoffersen, Peter ; Dorion, Christian ; Jacobs, Kris ; Wang, Yintian |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122x. - Vol. 28.2010, 4, p. 483-503
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