Detecting and Diagnostic Checking Multivariate Conditional Heteroscedastic Time Series Models
| Year of publication: |
2002
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|---|---|
| Authors: | Wong, H. ; Li, W.K. |
| Published in: |
Annals of the Institute of Statistical Mathematics : AISM. - Tōkyō [u.a.], Berlin, Heidelberg : Springer, ISSN 0020-3157, ZDB-ID 3903138. - Vol. 54.2002, 1, p. 45-59
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