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A component model for dynamic correlations
Colacito, Riccardo; Engle, Robert F.; Ghysels, Eric - In: Journal of econometrics 164 (2011) 1, pp. 45-60
Persistent link: https://www.econbiz.de/10009178483
Cover Image
A component model for dynamic correlations
Colacito, Riccardo; Engle, Robert F.; Ghysels, Eric - In: Journal of econometrics 164 (2011) 1, pp. 45-59
Persistent link: https://www.econbiz.de/10009270412