"Cholesky-GARCH models with applications to finance."

Petros Dellaportas, Mohsen Pourahmadi (2012)

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DOI: 10.1007/S11222-011-9251-2

access: closed

type: Journal Article

metadata version: 2023-09-30

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Petros Dellaportas, Mohsen Pourahmadi:
Cholesky-GARCH models with applications to finance. Stat. Comput. 22(4): 849-855 (2012)

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