"Robust M-estimation of multivariate GARCH models."

Kris Boudt, Christophe Croux (2010)

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DOI: 10.1016/J.CSDA.2009.11.007

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type: Journal Article

metadata version: 2022-10-02

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Kris Boudt, Christophe Croux:
Robust M-estimation of multivariate GARCH models. Comput. Stat. Data Anal. 54(11): 2459-2469 (2010)

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