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Results for hyperspherical coordinates
Publications & Outputs
Two Cholesky-log-GARCH models for multivariate volatilities
Pedeli, X.,
Fokianos, K.
& Pourahmadi, M.,
2015
,
In:
Statistical Modelling.
15
,
3
,
p. 233-255
23 p.
Research output
:
Contribution to Journal/Magazine
›
Journal article
›
peer-review