Dynamic Partial Correlation Models

Enzo D'Innocenzo, Andre Lucas

Research output: Working paper / Preprint › Working paper › Professional

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@techreport{2224bfefcb3f46bfa1cb846f413ce37a,

title = "Dynamic Partial Correlation Models",

author = "Enzo D'Innocenzo and Andre Lucas",

year = "2022",

month = sep,

day = "29",

language = "English",

volume = "22-070/III",

series = "TI Discusion Papers",

publisher = "Tinbergen Institute",

number = "22-070/III",

type = "WorkingPaper",

institution = "Tinbergen Institute",

}