Work

A Flexible Dynamic Correlation Model

Year: 2005

Type: book-chapter

Source: Advances in econometrics

DOI: 10.1016/s0731-9053(05)20001-4

Author: Dirk Baur

Institution: The University of Western Australia

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1565168018

FWCI: 1.597

Cites: 44

Cited by: 21

Related to: 10