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Random Coefficient Models.

1994158 citationsJournal Article

Authors

Nicholas T. Longford

Topics & Keywords

Risk and Portfolio Optimization Statistical Methods and Inference Financial Risk and Volatility Modeling

Publication Details

Published in: Journal of the Royal Statistical Society Series A (Statistics in Society)

Volume 157, Issue 3, pp. 507-507

DOI: 10.2307/2983541

Field-Weighted Citation Impact: 6.12

Random Coefficient Models. | Researchclopedia