A generalized Dynamic Conditional Correlation model for...

A generalized Dynamic Conditional Correlation model for portfolio risk evaluation

Monica Billio, Massimiliano Caporin
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Volume:
79
Year:
2009
Language:
english
Pages:
13
DOI:
10.1016/j.matcom.2008.12.011
File:
PDF, 518 KB
english, 2009
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