2008 | ||
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1 | EE | Manabu Asai, Michael McAleer, Bernardo de Veiga: Portfolio single index (PSI) multivariate conditional and stochastic volatility models. Mathematics and Computers in Simulation 78(2-3): 209-214 (2008) |
1 | Michael McAleer | [1] |
2 | Bernardo de Veiga | [1] |