A Multivariate Generalized Orthogonal Factor GARCH Model
نویسندگان
چکیده
منابع مشابه
A Multivariate Generalized Orthogonal Factor GARCH Model
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ژورنال
عنوان ژورنال: Journal of Business & Economic Statistics
سال: 2007
ISSN: 0735-0015,1537-2707
DOI: 10.1198/073500106000000404