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  • 2006

    Semi-Parametric Modelling of Correlation Dynamics

    Hafner, C. M., Dijk, D. V. & Franses, P. H., 2006, Econometric Analysis of Financial and Economic Time Series. Terrell, D. & Fomby, T. (eds.). p. 59-103 45 p. (Advances in Econometrics, Vol. 20 PART 1).

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    24 Citations (Scopus)