@article{publication-18056,
	author={Paolella, Marc S and Polak, Paweł and Walker, Patrick S},
	doi={10.1016/j.jeconom.2019.07.002},
	issn={0304-4076},
	journal={Journal of Econometrics},
	number=2,
	pages={493-515},
	publisher={Elsevier},
	title={Regime switching dynamic correlations for asymmetric and fat-tailed conditional returns},
	volume=213,
	year=2019,
}