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110
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MCS
2008
Springer
102
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Pattern Recognition
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MCS 2008
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Three-factor profile analysis with GARCH innovations
15 years 2 months ago
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www.rmi.nus.edu.sg
The technique of ANOVA has been widely used in Economics and Finance where the observations are usually time-dependent but the model itself is treated as independent in time. In t...
Pui-Lam Leung, Wing-Keung Wong
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