A Score-Driven Conditional Correlation Model for Noisy and Asynchronous Data: An Application to High-Frequency Covariance Dynamics (Q6617813)
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scientific article; zbMATH DE number 7925253
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Score-Driven Conditional Correlation Model for Noisy and Asynchronous Data: An Application to High-Frequency Covariance Dynamics |
scientific article; zbMATH DE number 7925253 |
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A Score-Driven Conditional Correlation Model for Noisy and Asynchronous Data: An Application to High-Frequency Covariance Dynamics (English)
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11 October 2024
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