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A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process* Christian M. Hafner ISBA and CORE Université Catholique de Louvain Belgium
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Document Date: 2015-02-19 21:08:00
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A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process* Christian M. Hafner ISBA and CORE Université Catholique de Louvain Belgium