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Forecasting time-varying covariance with a range-based dynamic conditional correlation model

✍ Scribed by Ray Yeutien Chou; Chun-Chou Wu; Nathan Liu

Book ID: 106516311
Publisher: Springer US
Year: 2009
Tongue: English
Weight: 461 KB
Volume: 33
Category: Article
ISSN: 0924-865X
DOI: 10.1007/s11156-009-0113-3

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