Ten Things You Should Know about the Dynamic Conditional Correlation Representation

Author: Caporin Massimiliano   McAleer Michael  

Publisher: MDPI

E-ISSN: 2225-1146|1|1|115-126

ISSN: 2225-1146

Source: Econometrics, Vol.1, Iss.1, 2013-06, pp. : 115-126

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Abstract