On matricial measures of dependence in vector ARCH models with applications to diagnostic checking (Q1770073)

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On matricial measures of dependence in vector ARCH models with applications to diagnostic checking
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    On matricial measures of dependence in vector ARCH models with applications to diagnostic checking (English)
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    7 April 2005
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    ARCH models
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    Multivariate time series
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    Autocovariance matrices
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    Diagnostic checking
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