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person:"Elpelt, Bärbel"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Aielli, Gian Piero"
~person:"Brechmann, E. C."
~person:"Cacciolatti, Luca A."
~person:"Caporin, Massimiliano"
~person:"Herwartz, Helmut"
~source:"econis"
~subject:"Korrelation"
~type_genre:"Aufsatz in Zeitschrift"
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Elpelt, Bärbel
Aielli, Gian Piero
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Dynamic conditional correlation : on properties and estimation
Aielli, Gian Piero
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
3
,
pp. 282-299
Persistent link: https://www.econbiz.de/10009786001
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