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What They Did Not Tell You about Algebraic (non-)existence, Mathematical (IR-)regularity and (non-)asymptotic Properties of the Full BEKK Dynamic Conditional Covariance Model

Michael McAleer

出版	Econometric Institute, Erasmus School of Economics, 2019
URL	http://books.google.com.hk/books?id=OUfizQEACAAJ&hl=&source=gbs_api