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]

Authors

Yan Zhang

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Jiyuan Tao

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Yongyao Lv

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Guoqiang Wang

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