On the estimation of dynamic conditional correlation models
Christian Hafner and
O. Reznikova
No 2012021, LIDAM Reprints ISBA from Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)
Date: 2012-01-01
Note: In : Computational Statistics and Data Analysis, vol. 56, no. 11, p. 3533-3545 (2012)
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