A stochastic recurrence equations approach for score driven correlation models

Date made available	2016
Publisher	Figshare

• DOI

  10.6084/m9.figshare.3179869

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Blasques, F. (Creator), Lucas, A. (Creator), Silde, E. (Creator) (2016). A stochastic recurrence equations approach for score driven correlation models. Figshare. 10.6084/m9.figshare.3179869