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Keyword Search Criteria: Conditional Heteroscedasticity returned 1 record(s)
Monday, 07/30/2018
New Approach to Dimention Reduction for Volatility of Stationary Multivariate Time Series"
Chung Eun Lee, University of Tennessee, Knoxville; Xiaofeng Shao, University of Illinois at Urbana-Champaign
9:35 AM