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"A simple multivariate ARCH model specified by random coefficients."
Pak Wing Fong, Wai Keung Li, Hong-Zhi An (2006)
- Pak Wing Fong, Wai Keung Li, Hong-Zhi An:
A simple multivariate ARCH model specified by random coefficients. Comput. Stat. Data Anal. 51(3): 1779-1802 (2006)
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