On the stationarity of dynamic conditional correlation models
Year of publication: |
June 2017
|
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Authors: | Fermanian, Jean-David ; Malongo, Hassan |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 33.2017, 3, p. 636-663
|
Subject: | ARCH-Modell | ARCH model | Korrelation | Correlation | Theorie | Theory |
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