Diebold, Francis X. - 2012
management created by real-world market imperfections, and progresses to consider stochastic financial modeling, the failure of …, Correlation and Tails for Systemic Risk Measurement," Manuscript, NYU. -- Campbell, J.Y. and G.B. Tacksler (2003), "Equity …), January-March, 1-21 -- Robert Engle (2002), 'Dynamic Conditional Correlation: A Simple Class of Multivariate Generalized …
