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Stationarity and Geometric Ergodicity of BEKK Multivariate GARCH Models

Farid Boussama, Florian Fuchs, Robert Stelzer · 2011-06-01 · via math.PR updates on arXiv.org

此内容由惯性聚合(RSS阅读器)自动聚合整理，仅供阅读参考。原文来自 — 版权归原作者所有。