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A DCC-type approach for realized covariance modeling with score-driven dynamics |
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| Authors: | Danilo Vassallo Giuseppe Buccheri Fulvio Corsi |
| Abstract: | |
| Keywords: | Realized covariance Dynamic dependencies Covariance forecasting Score-driven models Estimation errors |
| 本文献已被 ScienceDirect 等数据库收录！ | |