Modeling Multivariate Volatilities via Latent Common Factors (Q154356)

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    Modeling Multivariate Volatilities via Latent Common Factors
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      34
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      4
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      564-573
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      15 September 2016
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      Weiming Li
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      Jing Gao
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      Kunpeng Li
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      Qiwei Yao
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