Semi-parametric modelling of correlation dynamics

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Original language	Undefined/Unknown
Place of Publication	3000 DR Rotterdam
Number of pages	46
Edition	Econometric Institute Report Serie EI 2005-26
Publication status	Published - 2005

Series	Econometric Institute Report Serie
Volume	EI 2005-26

Cite this

@book{401b606a658448cdb4b5c3d534c157dd,

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

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

year = "2005",

language = "Undefined/Unknown",

series = "Econometric Institute Report Serie",

publisher = "Econometric Institute, EUR",

edition = "Econometric Institute Report Serie EI 2005-26",

}