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==References==
* See chapter 2 of {{Apostol IANT}}
* {{cite journal |title=Efficient estimation of a multivariate multiplicative volatility model |journal=Journal of Econometrics |date=2010 |volume=159 |issue=1 |pages=55–73 |doi=10.1016/j.jeconom.2010.04.007 |s2cid=54812323 |url=
==External links==
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