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Analytical quasi maximum likelihood inference in multivariate volatility models

Bibliographic reference Hafner, Christian ; Herwartz, Helmut. Analytical quasi maximum likelihood inference in multivariate volatility models. In: Metrika : international journal for theoretical and applied statistics, Vol. 67, no. 2, p. 219-239 (Mars 2008)
Permanent URL http://hdl.handle.net/2078.1/23806
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