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Year
2011
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2011
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College of Science
1
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Mathematics
1
Publication Type
dissertation
1
Subject
GARCH models
1
Mathematics
1
Multivariate
1
Statistics
1
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Hughes, Elisha Rae
Existence, uniqueness, stochastic stability, and estimation theory of multivariate GARCH models
GARCH models; Multivariate; Mathematics; Statistics
2011-08
dissertation
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