Stationarity and Ergodicity Regions for Score Driven Dynamic Correlation Models

Research output: Working paperProfessional

Original languageEnglish
Place of PublicationAmsterdam
PublisherTI Discussion Paper
Number of pages22
Publication statusPublished - 2013

Publication series

NameTI Discussion Paper
No.13-097/IV/DSF59

Cite this

Blasques, F., Lucas, A., & Silde, E. (2013). Stationarity and Ergodicity Regions for Score Driven Dynamic Correlation Models. (TI Discussion Paper; No. 13-097/IV/DSF59). Amsterdam: TI Discussion Paper.
Blasques, F. ; Lucas, A. ; Silde, E. / Stationarity and Ergodicity Regions for Score Driven Dynamic Correlation Models. Amsterdam : TI Discussion Paper, 2013. (TI Discussion Paper; 13-097/IV/DSF59).
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year = "2013",
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Blasques, F, Lucas, A & Silde, E 2013 'Stationarity and Ergodicity Regions for Score Driven Dynamic Correlation Models' TI Discussion Paper, no. 13-097/IV/DSF59, TI Discussion Paper, Amsterdam.

Stationarity and Ergodicity Regions for Score Driven Dynamic Correlation Models. / Blasques, F.; Lucas, A.; Silde, E.

Amsterdam : TI Discussion Paper, 2013. (TI Discussion Paper; No. 13-097/IV/DSF59).

Research output: Working paperProfessional

TY - UNPB

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AU - Blasques, F.

AU - Lucas, A.

AU - Silde, E.

PY - 2013

Y1 - 2013

M3 - Working paper

T3 - TI Discussion Paper

BT - Stationarity and Ergodicity Regions for Score Driven Dynamic Correlation Models

PB - TI Discussion Paper

CY - Amsterdam

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Blasques F, Lucas A, Silde E. Stationarity and Ergodicity Regions for Score Driven Dynamic Correlation Models. Amsterdam: TI Discussion Paper. 2013. (TI Discussion Paper; 13-097/IV/DSF59).