User menu

Semiparametric modelling of correlation dynamics

Bibliographic reference Hafner, Christian ; Van Dijk, Dick ; Franses, Philip-Hans. Semiparametric modelling of correlation dynamics. In: Thomas B. Fomby, Dek Terrell, Econometric Analysis of Financial and Economic Time Series, Elsevier  : Amsterdam 2006, p.59-103
Permanent URL http://hdl.handle.net/2078/23587