Semi-parametric modelling of correlation dynamics

CM (Christian) Hafner, Dick van Dijk, Philip Hans Franses

Research output: Book/Report/Inaugural speech/Farewell speechReportAcademic

Original languageUndefined/Unknown
Place of Publication3000 DR Rotterdam
Number of pages46
EditionEconometric Institute Report Serie EI 2005-26
Publication statusPublished - 2005

Publication series

SeriesEconometric Institute Report Serie
VolumeEI 2005-26

Research programs

  • EUR ESE 17
  • EUR ESE 31

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