Estimation and Empirical Performance of Non-Scalar DCC Models

Luc Bauwens, Lyudmila Grigoryeva and Juan-Pablo Ortega

No 2775, LIDAM Reprints CORE from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

Date: 2016-01-01
Note: In : Computational Statisticcs and Data Analysis, 100, 17-36, 2016
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