Linear time-varying regression with Copula–DCC–GARCH models for volatility

No abstract is available for this paper.

• Publication year

  2016

• Venue

  Economics Letters

• Publication date

  2016-08-01

• Fields of study

  Economics

• Identifiers
  DOI 10.1016/J.ECONLET.2016.06.027
• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar

• No claims are published for this paper.

• No concepts are published for this paper.

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