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"Time-Series Models of Dynamic Volatility and Correlation."

David S. Matteson, David Ruppert (2011)

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DOI: 10.1109/MSP.2011.941553

access: closed

type: Journal Article

metadata version: 2023-09-30

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David S. Matteson, David Ruppert:
Time-Series Models of Dynamic Volatility and Correlation. IEEE Signal Process. Mag. 28(5): 72-82 (2011)

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