Nonlinearities and regimes in conditional correlations with different dynamics

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Publication:2190236

DOI10.1016/j.jeconom.2019.12.014zbMath1456.62180OpenAlexW2801199175MaRDI QIDQ2190236

Edoardo Otranto, Luc Bauwens

Publication date: 18 June 2020

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://crenos.unica.it/crenos/sites/default/files/wp-18-03.pdf




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