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Jump to: 2006
Number of items: 2.

2006

Feng, Yuanhua and Beran, Jan and Yu, Keming (2006): Modelling financial time series with SEMIFAR-GARCH model.

Feng, Yuanhua and Yu, Keming (2006): Nonparametric estimation of time-varying covariance matrix in a slowly changing vector random walk model.

This list was generated on Fri Aug 23 12:29:23 2019 CEST.
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