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~institution:"Instituto Valenciano de Investigaciones Económicas"
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Instituto Valenciano de Investigaciones Económicas
School of Economics and Management, University of Aarhus
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Multivariate ARCH models : finite sample properties of ML estimators and an application to a LM-type test
Iglesias, Emma M.
(
contributor
); …
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2004
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[Elektronische Ressource], 1. ed.
Persistent link: https://www.econbiz.de/10002201054
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