2022-10-28
Dynamic conditional block-equicorrelations. A score-driven factor approach
Publication
Publication
Additional Metadata | |
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Opschoor, A. (VU), Lucas, A. (VU) | |
hdl.handle.net/2105/66101 | |
Organisation | Erasmus School of Economics |
Thijssen, S.R. (2022, October 28). Dynamic conditional block-equicorrelations. A score-driven factor approach. Retrieved from http://hdl.handle.net/2105/66101
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