A scalar dynamic conditional correlation model: Structure and estimation
Crossref DOI link: https://doi.org/10.1007/s11425-017-9273-x
Published Online: 2018-09-06
Published Print: 2018-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Wang, Hui
Pan, Jiazhu
Text and Data Mining valid from 2018-09-06
Article History
Received: 31 March 2017
Accepted: 4 March 2018
First Online: 6 September 2018