A Weighted Linear Estimator of Multivariate ARCH Parameters

A Weighted Linear Estimator of Multivariate ARCH Parameters

Iqbal, Farhat
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Volume:
40
Language:
english
Journal:
Communications in Statistics - Simulation and Computation
DOI:
10.1080/03610918.2010.546544
Date:
March, 2011
File:
PDF, 163 KB
english, 2011
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