Cite
MLA Citation
Giuseppe Buccheri et al.. “A Score-Driven Conditional Correlation Model for Noisy and Asynchronous Data: An Application to High-Frequency Covariance Dynamics.” Journal of business & economic statistics, vol. 39, no. 4, 2021, pp. 920–936. http://access.bl.uk/ark:/81055/vdc_100142342361.0x00004c