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Limit experiments of GARCH

Buchmann, Boris and Müller, Gernot
Bernoulli Volume 18, Number 1 (February 2012), 64-99.

Journal article

Multivariate COGARCH(1, 1) processes

Stelzer, Robert
Bernoulli Volume 16, Number 1 (February 2010), 80-115.

Journal article
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