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Dynamic Conditional Correlation: On Properties and Estimation - MaRDI portal

Dynamic Conditional Correlation: On Properties and Estimation

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Publication:128849

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DOI10.1080/07350015.2013.771027MaRDI QIDQ128849

Gian Piero Aielli

Publication date: July 2013

Published in: Journal of Business & Economic Statistics (Search for Journal in Brave)

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