Long Memory and Asymmetry for Matrix-Exponential Dynamic Correlation Processes.

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Bibliographic Details
Title:	Long Memory and Asymmetry for Matrix-Exponential Dynamic Correlation Processes.
Authors:	Asai, Manabu¹, So, Mike K.P.²
Source:	Journal of Time Series Econometrics. Jan2015, Vol. 7 Issue 1, p69-94. 26p.
Database:	Mathematics Source

Description
ISSN:	19411928
DOI:	10.1515/jtse-2013-0012