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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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Journal Article: On the estimation of dynamic conditional correlation models (2012) Downloads
Working Paper: On the estimation of dynamic conditional correlation models (2010)
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