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Journal articles (2007), Computational Statistics and Data Analysis, 51 (7), pp. 3551-3566

Mixed Normal Multivariate Conditional Heteroskedasticity

Bauwens Luc, HAFNER Christian, Rombouts Jeroen

BAUWENS, L., HAFNER, C. and ROMBOUTS, J. (2007). Mixed Normal Multivariate Conditional Heteroskedasticity. Computational Statistics and Data Analysis, 51(7), pp. 3551-3566.