Journal of International Money and Finance · 2022 · 14 citations · 42 references
Social SciencesEconomicsFinanceFinancial EconomicsInternational EconomicsInternational FinanceCapital MarketsEquity MarketsGlobal FinanceInternational Capital FlowsInternational Financial MarketsSpatial EconometricsEquity Trend AnalysisGlobal EquityInternational Equity MarketsSpatial Time Series AnalysisSpatial Time Series Models
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Dynamic Conditional Correlation
Robert F. Engle · Journal of Business and Economic Statistics · 2002 · 7.1K citations
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