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Items where Author is "Li, Weiming"

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Li, Weiming, Gao, Jing, Li, Kunpeng and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2016) Modelling multivariate volatilities via latent common factors. Journal of Business and Economic Statistics, 34 (4). pp. 564-573. ISSN 0735-0015

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