Dynamic Conditional Correlation Models in a Multiple...

Dynamic Conditional Correlation Models in a Multiple Financial Asset Portfolio

Groth, Martin, Thåström, Per
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Volume:
12
Language:
english
Journal:
The Journal of Alternative Investments
DOI:
10.3905/jai.2009.12.1.008
Date:
June, 2009
File:
PDF, 631 KB
english, 2009
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