"Forecasting correlations during the late-2000s financial crisis: The ..."

Francesco Audrino (2014)

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DOI: 10.1016/J.CSDA.2013.06.002

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type: Journal Article

metadata version: 2020-02-18

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Francesco Audrino:
Forecasting correlations during the late-2000s financial crisis: The short-run component, the long-run component, and structural breaks. Comput. Stat. Data Anal. 76: 43-60 (2014)

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