Dynamic Equicorrelation

DOI10.1080/07350015.2011.652048MaRDI QIDQ128859FDO

Authors Robert F. Engle, Bryan Kelly

Publication date April 2012

Published in Journal of Business and Economic Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07350015.2011.652048

Cited in

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• dccmidas

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