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"A generalized Dynamic Conditional Correlation model for portfolio risk ..."

Monica Billio, Massimiliano Caporin (2009)

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DOI: 10.1016/J.MATCOM.2008.12.011

access: closed

type: Journal Article

metadata version: 2020-03-04

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Monica Billio, Massimiliano Caporin:
A generalized Dynamic Conditional Correlation model for portfolio risk evaluation. Math. Comput. Simul. 79(8): 2566-2578 (2009)

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