A Multivariate Threshold Varying Conditional Correlations Model
| Year of publication: |
2009
|
|---|---|
| Authors: | Kwan, W. ; Li, W. K. ; Ng, K. W. |
| Published in: |
Econometric reviews. - Philadelphia, Pa : Taylor & Francis, ISSN 0731-1761, ZDB-ID 7974632. - Vol. 29.2009, 1 (11.11.), p. 20-39
|