Weak diffusion limits of dynamic conditional correlation models Christian M. Hafner, Sebastien Laurent and Francesco Violante CREATES Research Paper

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$Markov processes / Autoregressive conditional heteroskedasticity / Econometrics / Time series analysis / Stochastic volatility / Markov chain / Stochastic differential equation / Markov switching multifractal / Statistics / Markov models / Mathematical finance$ Date: 2015-02-02 02:48:44 Markov processes Autoregressive conditional heteroskedasticity Econometrics Time series analysis Stochastic volatility Markov chain Stochastic differential equation Markov switching multifractal Statistics Markov models Mathematical finance		Weak diffusion limits of dynamic conditional correlation models Christian M. Hafner, Sebastien Laurent and Francesco Violante CREATES Research Paper Add to Reading List Source URL: econ.au.dk Download Document from Source Website File Size: 547,94 KB Share Document on Facebook

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