Wavelet Dynamic Conditional Correlation GARCH model : WDCC-GARCH

Reference : Wavelet Dynamic Conditional Correlation GARCH model : WDCC-GARCH


	Document type :	E-prints/Working papers : First made available on ORBilu
	Discipline(s) :	Business & economic sciences : Quantitative methods in economics & management
	To cite this reference:	http://hdl.handle.net/10993/29547

Title :	Wavelet Dynamic Conditional Correlation GARCH model : WDCC-GARCH
Language :	English
Author, co-author :	Nsaoudi, Ange []
	Terraza, Virginie [University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Center for Research in Economic Analysis (CREA) >]
Publication date :	2016
Peer reviewed :	No
Permalink :	http://hdl.handle.net/10993/29547

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