A generalized Dynamic Conditional Correlation model for portfolio risk evaluation

Monica Billio, Massimiliano Caporin. A generalized Dynamic Conditional Correlation model for portfolio risk evaluation. Mathematics and Computers in Simulation, 79(8):2566-2578, 2009. [doi]

Authors

Monica Billio

This author has not been identified. Look up 'Monica Billio' in Google

Massimiliano Caporin

This author has not been identified. Look up 'Massimiliano Caporin' in Google