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~isPartOf:"Banco de Espana Working Paper"
~isPartOf:"CESifo Working Paper Series"
~isPartOf:"Discussion paper / Tinbergen Institute"
~language:"eng"
~person:"Caporin, Massimiliano"
~subject:"Theory"
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Caporin, Massimiliano
Koopman, Siem Jan
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Ten things you should know about the dynamic conditional correlation representation
Caporin, Massimiliano
;
McAleer, Michael
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2013
Persistent link: https://www.econbiz.de/10009767004
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Ten things you should know about DCC
Caporin, Massimiliano
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McAleer, Michael
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2013
Persistent link: https://www.econbiz.de/10009725302
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