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Vector multiplicative error models : representation and inference
Cipollini, Fabrizio
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Engle, Robert F.
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Gallo, Giampiero M.
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2006
Persistent link: https://www.econbiz.de/10003393355
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Asset pricing with a factor arch covariance structure : empirical estimates for treasury bills
Engle, Robert F.
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1988
Persistent link: https://www.econbiz.de/10013452057
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