Weak diffusion limits of dynamic conditional correlation models
Christian M. Hafner, Sebastien Laurent, Francesco Violante
| Year of publication: |
June 2017
|
|---|---|
| Authors: | Hafner, Christian M. ; Laurent, Sébastien ; Violante, Francesco |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 33.2017, 3, p. 691-716
|
| Subject: | ARCH-Modell | ARCH model | Theorie | Theory | Korrelation | Correlation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S0266466616000128 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011810186