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    Multivariate mixed normal conditional heteroskedasticity

    15 years 2 months ago
    Multivariate mixed normal conditional heteroskedasticity
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    L. Bauwens, C. M. Hafner, Jeroen V. K. Rombouts
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    Added 13 Dec 2010
    Updated 13 Dec 2010
    Type Journal
    Year 2007
    Where CSDA
    Authors L. Bauwens, C. M. Hafner, Jeroen V. K. Rombouts
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