Multivariate Robust Estimation of DCC-GARCH Volatility Model.

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Title: Multivariate Robust Estimation of DCC-GARCH Volatility Model.
Author: LaBarr, Aric
Advisors: Peter Bloomfield, Committee Chair
Howard Bondell, Committee Member
Denis Pelletier, Committee Member
David Dickey, Committee Member
Date: 2010-05-07
Degree: Doctor of Philosophy
Discipline: Statistics
URI: http://www.lib.ncsu.edu/resolver/1840.16/6015


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