TY -
GEN
AU - Bauwens, Luc
AU - Xu, Yongdeng
TI -
DCC-HEAVY
a multivariate GARCH model based on realized variances and correlations
PB - CORE
KW - Graue Literatur
PY - [2019]
BT - CORE discussion papers ; 2019, 25
CY - Louvain-la-Neuve
UR - http://slubdd.de/katalog?TN_libero_mab2
ER -