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A One Line Derivation of Dcc: Application of a Vector Random Coefficient Moving Average Process

  • CM (Christian) Hafner
  • , Michael McAleer

Research output: Book/Report/Inaugural speech/Farewell speech › Report › Professional

Original languageEnglish
Place of PublicationRotterdam
Number of pages15
EditionEI report serie EI 2014-22
Publication statusPublished - 2014

Publication series

SeriesEI report serie
VolumeEI 2014-22

Research programs

  • EUR ESE 31

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