"On asymptotic theory for multivariate GARCH models."

Christian M. Hafner, Arie Preminger (2009)

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DOI: 10.1016/J.JMVA.2009.03.011

access: open

type: Journal Article

metadata version: 2021-02-17

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Christian M. Hafner, Arie Preminger:
On asymptotic theory for multivariate GARCH models. J. Multivar. Anal. 100(9): 2044-2054 (2009)

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