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Title | Author(s) | Issue Date | |
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Multivariate modelling of volatility by the autoregressive random variance process Proceeding/Conference:Proceedings of the 1995 Hong Kong Statistical Conference | 1995 |
Title | Author(s) | Issue Date | |
---|---|---|---|
Multivariate modelling of volatility by the autoregressive random variance process Proceeding/Conference:Proceedings of the 1995 Hong Kong Statistical Conference | 1995 |