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Journal: Journal of Risk and Financial ManagementVolume: 13Number: 49
Article: Analytical Gradients of Dynamic Conditional Correlation Models
  • Authors:
  • Massimiliano Caporin1,*,
  • Riccardo (Jack) Lucchetti2 and
  • Giulio Palomba2
Link: https://www.mdpi.com/1911-8074/13/3/49

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