A Generalized Dynamic Conditional Correlation Model: Simulation and Application to Many Assets

CM (Christian) Hafner, Philip Hans Franses

Research output: Contribution to journalArticleAcademicpeer-review

Original languageUndefined/Unknown
Pages (from-to)612-631
Number of pages20
JournalEconometric Reviews
Volume28
Issue number6
DOIs
Publication statusPublished - 2009

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