Multivariate modelling of the autoregressive random variance process
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Publication:4351582
DOI10.1111/1467-9892.00060zbMath0927.62092OpenAlexW1998261902MaRDI QIDQ4351582
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Publication date: 14 December 1999
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9892.00060
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