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The ACR Model: A Multivariate Dynamic Mixture Autoregression
Frédérique Bec, Anders Rahbek, Neil ShephardVolume:
70
Year:
2008
Language:
english
Pages:
36
DOI:
10.1111/j.1468-0084.2008.00512.x
File:
PDF, 1.20 MB
english, 2008