User menu

Estimation and Empirical Performance of Non-Scalar DCC Models

Bibliographic reference Bauwens, Luc ; Grigoryeva, Lyudmila ; Ortega, Juan-Pablo. Estimation and Empirical Performance of Non-Scalar DCC Models. In: Computational Statistics & Data Analysis, Vol. 100, p. 17-36 (March 2015)
Permanent URL http://hdl.handle.net/2078.1/178821