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dcterms:bibliographicCitation <http://dblp.uni-trier.de/rec/bibtex/journals/sma/BillioC05>
dc:creator <https://dblp.l3s.de/d2r/resource/authors/Massimiliano_Caporin>
dc:creator <https://dblp.l3s.de/d2r/resource/authors/Monica_Billio>
foaf:homepage <http://dx.doi.org/doi.org%2F10.1007%2Fs10260-005-0108-8>
foaf:homepage <https://doi.org/10.1007/s10260-005-0108-8>
dc:identifier DBLP journals/sma/BillioC05 (xsd:string)
dc:identifier DOI doi.org%2F10.1007%2Fs10260-005-0108-8 (xsd:string)
dcterms:issued 2005 (xsd:gYear)
swrc:journal <https://dblp.l3s.de/d2r/resource/journals/sma>
rdfs:label Multivariate Markov switching dynamic conditional correlation GARCH representations for contagion analysis. (xsd:string)
foaf:maker <https://dblp.l3s.de/d2r/resource/authors/Massimiliano_Caporin>
foaf:maker <https://dblp.l3s.de/d2r/resource/authors/Monica_Billio>
swrc:number 2 (xsd:string)
swrc:pages 145-161 (xsd:string)
owl:sameAs <http://bibsonomy.org/uri/bibtexkey/journals/sma/BillioC05/dblp>
owl:sameAs <http://dblp.rkbexplorer.com/id/journals/sma/BillioC05>
rdfs:seeAlso <http://dblp.uni-trier.de/db/journals/sma/sma14.html#BillioC05>
rdfs:seeAlso <https://doi.org/10.1007/s10260-005-0108-8>
dc:subject Dynamic correlations; Markov switching models; contagion (xsd:string)
dc:title Multivariate Markov switching dynamic conditional correlation GARCH representations for contagion analysis. (xsd:string)
dc:type <http://purl.org/dc/dcmitype/Text>
rdf:type swrc:Article
rdf:type foaf:Document
swrc:volume 14 (xsd:string)