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Wavelet Dynamic Conditional Correlation GARCH model : WDCC-GARCH
Nsaoudi, Ange; Terraza, Virginie
2016
 

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Disciplines :
Quantitative methods in economics & management
Author, co-author :
Nsaoudi, Ange
Terraza, Virginie ;  University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Center for Research in Economic Analysis (CREA)
Language :
English
Title :
Wavelet Dynamic Conditional Correlation GARCH model : WDCC-GARCH
Publication date :
2016
Available on ORBilu :
since 31 January 2017

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