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Wavelet Dynamic Conditional Correlation GARCH model : WDCC-GARCH
Nsaoudi, Ange
;
TERRAZA, Virginie
2016
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https://hdl.handle.net/10993/29547
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WDCC GARCH final.pdf
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Disciplines :
Quantitative methods in economics & management
Author, co-author :
Nsaoudi, Ange
TERRAZA, Virginie
;
University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Center for Research in Economic Analysis (CREA)
Language :
English
Title :
Wavelet Dynamic Conditional Correlation GARCH model : WDCC-GARCH
Publication date :
2016
Available on ORBilu :
since 31 January 2017
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