A Generalized Dynamic Conditional Correlation Model: Simulation and Application to Many Assets

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Publication:3182774

DOI10.1080/07474930903038834zbMath1172.62036OpenAlexW2140092748MaRDI QIDQ3182774

Philip Hans Franses, Christian M. Hafner

Publication date: 16 October 2009

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474930903038834




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