"Clustered Dynamic Conditional Correlation Multivariate GARCH Model."

Tu Zhou, Laiwan Chan (2008)

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DOI: 10.1007/978-3-540-85836-2_20

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-21

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  - conf/dawak/ZhouC08
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Tu Zhou, Laiwan Chan:
Clustered Dynamic Conditional Correlation Multivariate GARCH Model. DaWaK 2008: 206-216

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