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HARVARD Citation
Pedeli, X. et al. (2015). Two Cholesky-log-GARCH models for multivariate volatilities. Statistical modelling. pp. 233-255. [Online].
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Pedeli, X. et al. (2015). Two Cholesky-log-GARCH models for multivariate volatilities. Statistical modelling. pp. 233-255. [Online].