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Multivariate mixed normal conditional heteroskedasticity

Bibliographic reference Bauwens, Luc ; Hafner, Christian ; Rombouts, Jeroen. Multivariate mixed normal conditional heteroskedasticity. In: Computational Statistics & Data Analysis, Vol. 51, no. 7, p. 3551-3566 (Avril 2007)
Permanent URL http://hdl.handle.net/2078.1/23132