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Page 1: Dynamic conditional correlation: A simple class of ...faculty.washington.edu/ezivot/econ589/EngleDCCJBES.pdf · mation. Similarly, structured products such as rainbow options that

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Dynamic conditional correlation: A simple class of multivariate generalized ...Robert EngleJournal of Business & Economic Statistics; Jul 2002; 20, 3; ABI/INFORM Globalpg. 339

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