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並前往http://www.crest.fr/ckfinder/userfiles/files/Pageperso/zakoian/TCCCrev2.pdf

QML estimation of a class of multivariate asymmetric ... - CREST

QML ESTIMATION OF ASYMMETRIC CCC GARCH MODELS. 5 reason, Model (2.2) is referred to as the Extended CCC model by He and Teräsvirta. (2004).

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