Reference : Wavelet Dynamic Conditional Correlation GARCH model : WDCC-GARCH
E-prints/Working papers : First made available on ORBilu
Business & economic sciences : Quantitative methods in economics & management
http://hdl.handle.net/10993/29547
Wavelet Dynamic Conditional Correlation GARCH model : WDCC-GARCH
English
Nsaoudi, Ange []
Terraza, Virginie mailto [University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Center for Research in Economic Analysis (CREA) >]
2016
No
http://hdl.handle.net/10993/29547

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