Proximity-Structured Multivariate Volatility Models
نویسندگان
چکیده
منابع مشابه
Structured Multivariate Volatility Models
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ژورنال
عنوان ژورنال: Econometric Reviews
سال: 2014
ISSN: 0747-4938,1532-4168
DOI: 10.1080/07474938.2013.807102