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~isPartOf:"Journal of econometrics"
~person:"Paolella, Marc S."
~person:"Scaillet, Olivier"
~subject:"Kreditrisiko"
~subject:"Statistical distribution"
~subject:"risk management"
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Regime switching dynamic correlations for asymmetric and fat-tailed conditional returns
Paolella, Marc S.
;
Polak, Pawel
;
Walker, Patrick S.
- In:
Journal of econometrics
213
(
2019
)
2
,
pp. 493-515
Persistent link: https://www.econbiz.de/10012304579
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