A dynamic conditional score model for the log correlation matrix
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Publication:6090565
DOI10.1016/j.jeconom.2021.09.004OpenAlexW3204152613MaRDI QIDQ6090565
Linqi Wang, Christian M. Hafner
Publication date: 17 November 2023
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://alfresco.uclouvain.be/share/proxy/alfresco/slingshot/node/content/workspace/SpacesStore/e83db299-8e3f-4c28-b962-7840ffd92afe/coredp2019_31web.pdf
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
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