Asymptotic filtering theory for multivariate ARCH models
- 30 April 1996
- journal article
- Published by Elsevier in Journal of Econometrics
- Vol. 71 (1) , 1-47
- https://doi.org/10.1016/0304-4076(94)01679-8
Abstract
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This publication has 47 references indexed in Scilit:
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