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Weak Diffusion Limits of Dynamic Conditional Correlation Models

Bibliographic reference Hafner, Christian ; Laurent, Sebastien ; Violante, Francesco. Weak Diffusion Limits of Dynamic Conditional Correlation Models. In: Econometric Theory, Vol. 33, no. (n/a), p. 691-716 (2017)
Permanent URL http://hdl.handle.net/2078.1/180490