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Conditional covariances
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On conditional covariance modelling: An approach using state space models
2016 |
Faculty of Mathematics and Physics
publication
Another View on Conditional Correlations
2013 |
Faculty of Mathematics and Physics
publication
Another view on time-varying correlations: The case of stocks and bonds
2013 |
Faculty of Mathematics and Physics
publication
Different approaches to dynamic conditional correlation modelling: the case of European currencies
2012 |
Faculty of Mathematics and Physics