A Multivariate Threshold Varying Conditional Correlations Model
| Year of publication: |
2010
|
|---|---|
| Authors: | Simar, Leopold ; Wilson, Paul |
| Published in: |
Econometric reviews. - Philadelphia, Pa : Taylor & Francis, ISSN 0731-1761, ZDB-ID 7974632. - Vol. 29.2010, 1 (1.1.), p. 20-39
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