Items where Author is "Vassallo, D."
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Article
Vassallo, D., Buccheri, G. & Corsi, F. 
ORCID: 0000-0003-2683-4479 (2021).
A DCC-type approach for realized covariance modeling with score-driven dynamics.
International Journal of Forecasting, 37(2),
pp. 569-586.
doi: 10.1016/j.ijforecast.2020.07.006