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A Generalized Dynamic Conditional Correlation Model: Simulation and Application To Many Assets

Bibliographic reference Hafner, Christian ; Franses, Philip Hans. A Generalized Dynamic Conditional Correlation Model: Simulation and Application To Many Assets. In: Econometric Reviews, Vol. 28, no. 6, p. 612-631 (2009)
Permanent URL http://hdl.handle.net/2078.1/34419
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