A scalar dynamic conditional correlation model: structure and estimation
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Publication:1989915
DOI10.1007/s11425-017-9273-xzbMath1400.37103OpenAlexW2803628538WikidataQ129327875 ScholiaQ129327875MaRDI QIDQ1989915
Publication date: 29 October 2018
Published in: Science China. Mathematics (Search for Journal in Brave)
Full work available at URL: https://strathprints.strath.ac.uk/63872/
Asymptotic properties of parametric estimators (62F12) Time series analysis of dynamical systems (37M10)
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Cites Work
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