@misc{BodnarHautsch2013, author = {Taras Bodnar and Nikolaus Hautsch}, title = {Copula-based dynamic conditional correlation multiplicative error processes : [Version 18 April 2013]}, booktitle = {Center for Financial Studies (Frankfurt am Main): CFS working paper series ; No. 2013,19}, number = {Version 18 April 2013}, institution = {Center for Financial Studies (CFS)}, series = {CFS working paper series}, number = {2013, 19}, type = {workingpaper}, pages = {33}, year = {2013}, }