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SUMMARY:Statistics seminar 2018: Asymptotic Theory for Rotated Multivariat
 e GARCH Models
DTSTART;TZID=Europe/Rome;VALUE=DATE-TIME:20181108T160000
DTEND;TZID=Europe/Rome;VALUE=DATE-TIME:20181108T180000
DTSTAMP;VALUE=DATE-TIME:20260425T124856Z
UID:00ad4baeb2354de1b5a764c46431f5e0@stat.unibo.it
CREATED;VALUE=DATE-TIME:20181017T070028Z
LAST-MODIFIED;VALUE=DATE-TIME:20181017T070051Z
URL:https://stat.unibo.it/it/eventi/statistics-seminar-2018-asymptotic-the
 ory-for-rotated-multivariate-garch-models
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TZID:Europe/Rome
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DTSTART;VALUE=DATE-TIME:20181028T020000
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TZOFFSETFROM:+0200
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