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Copula-based dynamic conditional correlation multiplicative error processes
Bodnar, Taras
;
Hautsch, Nikolaus
-
2013
-varying conditional (co-)variances in
trading
processes
supports the usefulness of the approach. Taking these higher-order dynamics …
Persistent link: https://www.econbiz.de/10010326710
Saved in:
2
Copula-based dynamic conditional correlation multiplicative error processes
Bodnar, Taras
;
Hautsch, Nikolaus
-
Center for Financial Studies
-
2013
-varying conditional (co-)variances in
trading
processes
supports the usefulness of the approach. Taking these higher-order dynamics …
Persistent link: https://www.econbiz.de/10010958506
Saved in:
3
Copula-based dynamic conditional correlation multiplicative error processes
Bodnar, Taras
;
Hautsch, Nikolaus
-
2012
-varying conditional (co-)variances in
trading
processes
supports the usefulness of the approach. Taking these higher-order dynamics …
Persistent link: https://www.econbiz.de/10010318750
Saved in:
4
Copula-Based Dynamic Conditional Correlation Multiplicative Error Processes
Bodnar, Taras
;
Hautsch, Nikolaus
-
Sonderforschungsbereich 649: Ökonomisches Risiko, …
-
2012
-varying conditional (co-)variances in
trading
processes
supports the usefulness of the approach. Taking these higher-order dynamics …
Persistent link: https://www.econbiz.de/10011277292
Saved in:
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