| Original language | English |
|---|---|
| Place of Publication | Rotterdam |
| Publication status | Published - 2011 |
Publication series
| Series | Report serie |
|---|---|
| Volume | EI 2010-76 |
Research programs
- EUR ESE 31
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Dynamic Conditional Correlations for Asymmetric Processes
- M Asai
- , Michael McAleer
Research output: Working paper › Academic