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Reference : Wavelet Dynamic Conditional Correlation GARCH model : WDCC-GARCH |
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| | E-prints/Working papers : First made available on ORBilu | |
| | Business & economic sciences : Quantitative methods in economics & management
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| | http://hdl.handle.net/10993/29547 | |
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| Wavelet Dynamic Conditional Correlation GARCH model : WDCC-GARCH |
| English |
| Nsaoudi, Ange [] |
| Terraza, Virginie [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 |
| File(s) associated to this reference | |
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