ON THE STATIONARITY OF DYNAMIC CONDITIONAL CORRELATION MODELS
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Publication:5349009
DOI10.1017/S0266466616000116zbMath1442.62738arXiv1405.6905MaRDI QIDQ5349009
Hassan Malongo, Jean-David Fermanian
Publication date: 22 August 2017
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1405.6905
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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Cites Work
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