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University of Helsinki, Helsinki 2005.

A Multivariate Generalized Orthogonal Factor GARCH Model

Markku Lanne - Pentti Saikkonen

Discussion Paper No 63 / May 2005.
Helsinki Center of Economic Research, Discussion Papers, ISSN 1795-0562.

  1. As a PDF file (URN:NBN:fi-fe20051501) - 500 kB

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