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Estimation and empirical performance of non-scalar dynamic conditional correlation models

Bibliographic reference Bauwens, Luc ; Grigoryeva, Lyudmila ; Ortega, Juan-Pablo. Estimation and empirical performance of non-scalar dynamic conditional correlation models. CORE Discussion Paper ; 2014/12 (2014)
Permanent URL http://hdl.handle.net/2078.1/143967