Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH

No abstract is available for this paper.

• Publication year

  2001

• Venue

  National Bureau of Economic Research

• Publication date

  2001-11-01

• Fields of study

  Mathematics, Economics

• Identifiers
  DOI 10.3386/W8554
• 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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