An Improved DCC Model Based on Large-Dimensional Covariance Matrices Estimation and Its Applications

Yan Zhang, Jiyuan Tao, Yongyao Lv, Guoqiang Wang. An Improved DCC Model Based on Large-Dimensional Covariance Matrices Estimation and Its Applications. Symmetry, 15(4):953, March 2023. [doi]

Abstract

Abstract is missing.