"A Weighted Linear Estimator of Multivariate ARCH Parameters."

Farhat Iqbal (2011)

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DOI: 10.1080/03610918.2010.546544

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type: Journal Article

metadata version: 2020-05-10

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Farhat Iqbal:
A Weighted Linear Estimator of Multivariate ARCH Parameters. Commun. Stat. Simul. Comput. 40(4): 544-560 (2011)

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