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Trino-Manuel guez
Information about the author Trino-Manuel guez will soon be added to the site.
Found
2 papers
in total
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Multivariate semi‐nonparametric distributions with dynamic conditional correlations
2011
This paper generalizes the Dynamic Conditional Correlation (DCC) model of ,...
Forecasting the conditional covariance matrix of a portfolio under long-run temporal dependence
2006
Long-range persistence in volatility is widely modelled and forecast in terms of the...
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