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~person:"Caporin, Massimiliano"
~source:"econis"
~subject:"Filter"
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Caporin, Massimiliano
McAleer, Michael
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Discussion paper / Tinbergen Institute
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Ten things you should know about the dynamic conditional correlation representation
Caporin, Massimiliano
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009767004
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Ten things you should know about DCC
Caporin, Massimiliano
;
McAleer, Michael
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2013
Persistent link: https://www.econbiz.de/10009725302
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