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Mathematical and Statistical Methods for Actuarial Sciences and Finance || A skewed GARCH-type model for multivariate financial time series

Corazza, Marco, Pizzi, Claudio
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Volume:
10.1007/97
Year:
2010
Language:
english
DOI:
10.1007/978-88-470-1481-7_15
File:
PDF, 349 KB
english, 2010
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