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Faculty Digital Archive : NYU Libraries
Browsing FDA
Browsing by Subject conditional covariance
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Issue Date
Title
Author(s)
May-2001
Large Scale Conditional Covariance Matrix Modeling, Estimation and Testing
Ding, Zhuanxin
;
Engle, Robert F.
May-2001
Large Scale Conditional Covariance Matrix Modeling, Estimation and Testing
Ding, Ding
;
Engle, Robert F.
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