王仁和; Wang, Ren-her; Lin, Shih-kuei; Fuh, Cheng-der
,
2009-03-22 Asia-Pacific Journal of Financial Studies 38(8), p.745-772 in distribution.” We can find C such that CTΓNC=Λ
and CCT =ΣB , where Λ is a diagonal matrix with λi , where i=1, ", d. ⎡⎢λ1 0" 0