Correction of Caporin and Paruolo (2015)

DOI10.1080/07474938.2016.1275203OpenAlexW2566480676MaRDI QIDQ5864445

Massimilano Caporin, Paolo Paruolo

Publication date: 7 June 2022

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474938.2016.1275203

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

• IDENTIFICATION OF COVARIANCE STRUCTURES
• Proximity-Structured Multivariate Volatility Models
• Unnamed Item

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