A component model for dynamic correlations
| Year of publication: |
2011
|
|---|---|
| Authors: | Colacito, Riccardo ; Engle, Robert F. ; Ghysels, Eric |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 164.2011, 1 (1.9.), p. 45-60
|