Modeling Multivariate Volatilities via Latent Common Factors
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Publication:154356
DOI10.1080/07350015.2015.1092975MaRDI QIDQ154356FDOQ154356
Authors: Weiming Li, Jing Gao, Kunpeng Li, Qiwei Yao 
Publication date: 15 September 2016
Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)
Cited In (1)
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