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Analytical quasi maximum likelihood inference in multivariate volatility models

  • CM (Christian) Hafner
  • , H Herwartz

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

Original languageUndefined/Unknown
Number of pages13
EditionEconometric Institute EI-2003-21
Publication statusPublished - 2003

Publication series

SeriesEconometric Institute
VolumeEI-2003-21

Bibliographical note

July 2003

Research programs

  • EUR ESE 11

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