Open Research: A comparison of estimators in Multivariate ARCH Models

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A comparison of estimators in Multivariate ARCH Models

Polasek, Wolfgang; Liu, Shuangzhe

Collections	ANU Research Publications
Date published:	2002
Type:	Conference paper
URI:	http://hdl.handle.net/1885/94216
Source:	Classification, Automation and New Media: Proceedings of the 24th Annual Conference of the Gesellschaft fur Klassifikation e.V.

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