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Journal: J. Risk Financial Manag., 2019
Volume: 12
Number: 61

Article: What They Did Not Tell You about Algebraic (Non-) Existence, Mathematical (IR-)Regularity, and (Non-) Asymptotic Properties of the Dynamic Conditional Correlation (DCC) Model
Authors: by Michael McAleer
Link: https://www.mdpi.com/1911-8074/12/2/61

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