"The uncertainty of conditional returns, volatilities and correlations in ..."

Diego E. Fresoli, Esther Ruiz (2016)

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DOI: 10.1016/J.CSDA.2015.03.017

access: closed

type: Journal Article

metadata version: 2020-02-18

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Diego E. Fresoli, Esther Ruiz:
The uncertainty of conditional returns, volatilities and correlations in DCC models. Comput. Stat. Data Anal. 100: 170-185 (2016)

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