City Research Online

Items where Author is "Vassallo, D."

Up a level
Export as [feed] RSS 2.0 [feed] RSS
Group by: Type | No Grouping
Jump to: Article
Number of items: 1.

Article

Vassallo, D., Buccheri, G. & Corsi, F. ORCID: 0000-0003-2683-4479 (2020). A DCC-type approach for realized covariance modeling with score-driven dynamics. International Journal of Forecasting, doi: 10.1016/j.ijforecast.2020.07.006

This list was generated on Fri Aug 12 02:56:04 2022 UTC.