Modeling the Dependence of Conditional Correlations on Market Volatility

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Publication:6667075

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DOI10.1080/07350015.2015.1037882MaRDI QIDQ6667075

Luc Bauwens, Edoardo Otranto

Publication date: 20 January 2025

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

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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