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~isPartOf:"Econometric reviews"
~isPartOf:"The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore"
~person:"McAleer, Michael"
~subject:"Nonparametric statistics"
~subject:"Time series analysis"
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A fractionally integrated Wishart stochastic volatility model
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 42-59
Persistent link: https://www.econbiz.de/10011794625
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