Weak diffusion limits of dynamic conditional correlation models

https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_journals_2065717883

Full title

Author / Creator

Publisher

St. Louis: Federal Reserve Bank of St. Louis

Journal title

IDEAS Working Paper Series from RePEc, 2017-01

Language

English

Formats

Publisher

St. Louis: Federal Reserve Bank of St. Louis

Full title

Weak diffusion limits of dynamic conditional correlation models

Author / Creator

Record Identifier

TN_cdi_proquest_journals_2065717883

Permalink

https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_journals_2065717883

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