An Improved DCC Model Based on Large-Dimensional Covariance Matrices Estimation and Its Applications.

Autor: Zhang, Yan1 (AUTHOR), Tao, Jiyuan2 (AUTHOR), Lv, Yongyao1 (AUTHOR), Wang, Guoqiang1 (AUTHOR) guoqwang@sues.edu.cn
Zdroj: Symmetry (20738994). Apr2023, Vol. 15 Issue 4, p953. 15p.
Databáze: Academic Search Ultimate
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