The generalized asymmetric dynamic covariance model
de Goeij,P. C. Marquering,W.
de Goeij,P. C.
Marquering,W.
Abstract
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Date
2005
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Research Projects
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Citation
de Goeij, P C & Marquering, W 2005, 'The generalized asymmetric dynamic covariance model', Finance research letters, vol. 2, no. 2, pp. 67-74.