Semi-parametric modeling of correlation dynamics

Research output: Book/Report/Inaugural speech/Farewell speech › Report › Academic

Original language	Undefined/Unknown
Place of Publication	3000 DR Rotterdam
Number of pages	45
Edition	Econometric Institute Reprint EI-1429
Publication status	Published - 2006

Series	Econometric Institute Reprint
Volume	EI-1429

Cite this

@book{8d32f35356914b41a09fd946ce3b0d7d,

title = "Semi-parametric modeling of correlation dynamics",

author = "Hafner, {CM (Christian)} and {van Dijk}, Dick and Franses, {Philip Hans}",

year = "2006",

language = "Undefined/Unknown",

series = "Econometric Institute Reprint",

publisher = "Econometric Institute, EUR",

edition = "Econometric Institute Reprint EI-1429",

}