ON THE PARAMETRIZATION OF MULTIVARIATE GARCH MODELS (Q2886953)

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ON THE PARAMETRIZATION OF MULTIVARIATE GARCH MODELS
scientific article

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    title
    ON THE PARAMETRIZATION OF MULTIVARIATE GARCH MODELS (English)
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    author
    Wolfgang Scherrer
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    Eva Ribarits
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    publication date
    14 May 2012
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    Identifiers

    zbMATH DE Number
    6035256
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