A scalar dynamic conditional correlation model: Structure...

Science China Mathematics 2018 / 10 Vol. 61; Iss. 10

A scalar dynamic conditional correlation model: Structure and estimation

Wang, Hui, Pan, Jiazhu
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Volume:
61
Language:
english
Journal:
Science China Mathematics
DOI:
10.1007/s11425-017-9273-x
Date:
October, 2018
File:
PDF, 370 KB
english, 2018
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