A Score-Driven Conditional Correlation Model for Noisy and Asynchronous Data: An Application to High-Frequency Covariance Dynamics
- Submitting institution
-
City, University of London
- Unit of assessment
- 16 - Economics and Econometrics
- Output identifier
- 620
- Type
- D - Journal article
- DOI
-
10.1080/07350015.2020.1739530
- Title of journal
- Journal of Business & Economic Statistics
- Article number
- -
- First page
- 1
- Volume
- 0
- Issue
- -
- ISSN
- 0735-0015
- Open access status
- Compliant
- Month of publication
- April
- Year of publication
- 2020
- URL
-
-
- Supplementary information
-
https://www.tandfonline.com/doi/suppl/10.1080/07350015.2020.1739530?scroll=top
- Request cross-referral to
- -
- Output has been delayed by COVID-19
- No
- COVID-19 affected output statement
- -
- Forensic science
- No
- Criminology
- No
- Interdisciplinary
- No
- Number of additional authors
-
3
- Research group(s)
-
-
- Citation count
- 1
- Proposed double-weighted
- No
- Reserve for an output with double weighting
- No
- Additional information
- -
- Author contribution statement
- -
- Non-English
- No
- English abstract
- -
