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Estimating the error distribution in multivariate heteroscedastic time-series models
Gunky Kim, Mervyn J. Silvapulle, Paramsothy SilvapulleVolume:
138
Year:
2008
Language:
english
Pages:
17
DOI:
10.1016/j.jspi.2007.07.001
File:
PDF, 260 KB
english, 2008