Dynamic Conditional Correlation: On Properties and Estimation
| Year of publication: |
2013
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|---|---|
| Authors: | Aielli, Gian Piero |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122x. - Vol. 31.2013, 3 (1.7.), p. 282-299
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