Browsing by Subject DCC-MIDAS

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Showing results 1 to 2 of 2
Issue DateTitleAuthor(s)
2023Corrected GARCH-DCC-MIDAS models in economics and financeWu, Jiaying
3-Jan-2024Short- and long-run cross-border European sustainability interdependencesYfanti, S; Karanasos, M; Wu, J; Vourvachis, P