Semi-Parametric Modelling of Correlation Dynamics (Q3571962)

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Semi-Parametric Modelling of Correlation Dynamics
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    title
    Semi-Parametric Modelling of Correlation Dynamics (English)
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    author
    Christian M. Hafner
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    Dick van Dijk
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    Philip Hans Franses
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    publication date
    30 June 2010
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    Mathematics Subject Classification ID
    91G70
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    62M10
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    62G08
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    62H05
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    62P05
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    zbMATH DE Number
    5728699
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