A Multivariate Generalized Orthogonal Factor GARCH Model
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| Title: | A Multivariate Generalized Orthogonal Factor GARCH Model |
| Author: | Lanne, Markku; Saikkonen, Pentti |
| Belongs to series: | Discussion Paper No 63 |
| ISSN: | 1795-0562 |
| URI: | http://hdl.handle.net/10138/16601 |
| Date: | 2005 |
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