TY -
GEN
AU - Bauwens, Luc
AU - Otranto, Edoardo
TI -
Nonlinearities and regimes in conditional correlations with different dynamics
PB - CORE
KW - dynamic conditional correlations
KW - regime-switching dynamic correlations
KW - Hadamard exponential matrix
KW - Graue Literatur
PY - [2018]
BT - CORE discussion papers ; 2018, 09
CY - [Louvain-la-Neuve]
UR - http://slubdd.de/katalog?TN_libero_mab2
ER -