Multivariate Rotated ARCH models.

Multivariate Rotated ARCH models.

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Bibliographic Details
Main Authors: Shephard, N, Sheppard, K, Noureldin, D
Format: Working paper
Language:English
Published: Department of Economics (University of Oxford) 2012
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Multivariate rotated ARCH models

Multivariate rotated ARCH models by Noureldin, D, Shephard, N, Sheppard, K

Published 2012
Working paper
Show all versions (2)

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