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Inference in Multivariate Student T Models with Serial Correlation and Dynamic Heteroskedasticity
Trevor S. BreuschJohn C. Robertson
出版Australian National University, Faculty of Economics and Depts. of Economics, Research School of Pacific Studies, Research School of Social Sciences, 1993
ISBN08683125339780868312538
URLhttp://books.google.com.hk/books?id=MvCyAAAAIAAJ&hl=&source=gbs_api