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]
@article{ZhangTLW23,
title = {An Improved DCC Model Based on Large-Dimensional Covariance Matrices Estimation and Its Applications},
author = {Yan Zhang and Jiyuan Tao and Yongyao Lv and Guoqiang Wang},
year = {2023},
month = {March},
doi = {10.3390/sym15040953},
url = {https://doi.org/10.3390/sym15040953},
researchr = {https://researchr.org/publication/ZhangTLW23},
cites = {0},
citedby = {0},
journal = {Symmetry},
volume = {15},
number = {4},
pages = {953},
}