Modeling Multivariate Volatilities via Latent Common Factors
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Publication:154356
DOI10.1080/07350015.2015.1092975MaRDI QIDQ154356
Weiming Li, Kunpeng Li, Jing Gao, Qiwei Yao
Publication date: 15 September 2016
Published in: Journal of Business & Economic Statistics (Search for Journal in Brave)
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