Skip to Main content Skip to Navigation
Journal articles

Weak Diffusion Limits of Dynamic Conditional Correlation Models

Abstract : no abstract
Complete list of metadata

https://hal-amu.archives-ouvertes.fr/hal-01590010
Contributor : Elisabeth Lhuillier Connect in order to contact the contributor
Submitted on : Tuesday, September 19, 2017 - 11:59:18 AM
Last modification on : Saturday, October 2, 2021 - 3:15:28 AM

Identifiers

  • HAL Id : hal-01590010, version 1

Collections

Citation

Christian M. Hafner, Sébastien Laurent, Francesco Violante. Weak Diffusion Limits of Dynamic Conditional Correlation Models. Econometric Theory, Cambridge University Press (CUP), 2017, 33 (03), pp.691--716. ⟨hal-01590010⟩

Share

Metrics

Record views

199