"GARCH-type factor model."

Yuanbo Li, Chi Tim Ng, Chun Yip Yau (2022)

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DOI: 10.1016/J.JMVA.2022.105001

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type: Journal Article

metadata version: 2022-06-28

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Yuanbo Li, Chi Tim Ng, Chun Yip Yau:
GARCH-type factor model. J. Multivar. Anal. 190: 105001 (2022)

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