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~isPartOf:"Econometric reviews"
~person:"Franses, Philip Hans"
~person:"Woodford, Michael"
~subject:"Correlation"
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A generalized dynamic conditional correlation model : simulation and application to many assets
Hafner, Christian M.
;
Franses, Philip Hans
- In:
Econometric reviews
28
(
2009
)
6
,
pp. 612-631
Persistent link: https://www.econbiz.de/10003881196
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