Analytical score for multivariate GARCH models
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Publication:1611369
DOI10.1023/A:1015001204774zbMath1005.91082MaRDI QIDQ1611369
Publication date: 21 August 2002
Published in: Computational Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1015001204774
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