An Extended Constant Conditional Correlation GARCH Model...

An Extended Constant Conditional Correlation GARCH Model and Its Fourth-Moment Structure

Changli He and Timo Teräsvirta
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Volume:
20
Language:
english
Journal:
Econometric Theory
DOI:
10.2307/3533555
Date:
October, 2004
File:
PDF, 1.92 MB
english, 2004
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