A generalized dynamic conditional correlation model : simulation and application to many assets
Year of publication: |
2009
|
---|---|
Authors: | Hafner, Christian M. ; Franses, Philip Hans |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 28.2009, 6, p. 612-631
|
Subject: | Korrelation | Correlation | Dynamische Wirtschaftstheorie | Economic dynamics | Kapitaleinkommen | Capital income | Theorie | Theory | Großbritannien | United Kingdom | 1973-2008 |
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