User menu

Accès à distance ? S'identifier sur le proxy UCLouvain

Multiplicative Conditional Correlation Models for Realized Covariance Matrices

  • Open access
  • PDF
  • 833.81 K
Bibliographic reference Bauwens, Luc ; Braione, Manuela ; Storti, Giuseppe. Multiplicative Conditional Correlation Models for Realized Covariance Matrices. CORE Discussion Paper ; 2016/41 (2016) 27 pages
Permanent URL http://hdl.handle.net/2078.1/178422