Open AccessA component model for dynamic correlations
Author(s) -
Riccardo Colacito,
Robert F. Engle,
Éric Ghysels
Publication year - 2011
Publication title -
carolina digital repository (university of north carolina at chapel hill)
Language(s) - English
DOI - 10.17615/sd4c-4b03
Subject(s) - component (thermodynamics) , mathematics , computer science , statistical physics , physics , thermodynamics