A Multivariate Threshold Varying Conditional Correlations Model
Year of publication: |
2009
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Authors: | Kwan, W. ; Li, W. K. ; Ng, K. W. |
Published in: |
Econometric reviews. - Philadelphia, Pa : Taylor & Francis, ISSN 0731-1761, ZDB-ID 7974632. - Vol. 29.2009, 1 (11.11.), p. 20-39
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Saved in:
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