A comparison of alternative covariance matrices for models with over-lapping observations
| Year of publication: |
1996
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|---|---|
| Authors: | Smith, Jeremy ; Yadav, Sanjay |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 8720149. - Vol. 15.1996, 5, p. 813-824
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