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On asymptotic theory for multivariate GARCH models

Bibliographic reference Hafner, Christian ; Preminger, Arie. On asymptotic theory for multivariate GARCH models. In: Journal of Multivariate Analysis, Vol. 100, no. 9, p. 2044-2054 (2009)
Permanent URL http://hdl.handle.net/2078.1/34424