A Multivariate Generalized Orthogonal Factor GARCH Model

A Multivariate Generalized Orthogonal Factor GARCH Model

Markku Lanne and Pentti Saikkonen
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Volume:
25
Language:
english
Journal:
Journal of Business & Economic Statistics
DOI:
10.2307/27638907
Date:
April, 2007
File:
PDF, 2.08 MB
english, 2007
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