On the estimation of dynamic conditional correlation models

Christian Hafner and O. Reznikova

No 2010006, LIDAM Discussion Papers ISBA from Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)

Date: 2010-01-01
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Journal Article: On the estimation of dynamic conditional correlation models (2012)
Working Paper: On the estimation of dynamic conditional correlation models (2012)
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