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Explicit minimal representation of variance matrices, and its implication for dynamic volatility models - MaRDI portal

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Explicit minimal representation of variance matrices, and its implication for dynamic volatility models

From MaRDI portal
Publication:6553115

DOI10.1093/ECTJ/UTAC023MaRDI QIDQ6553115

Author name not available (Why is that?)

Publication date: 11 June 2024

Published in: (Search for Journal in Brave)




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